The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework (Q1062392): Difference between revisions

The problem of estimating the slope of a linear relationship between two jointly normally distributed random variables is considered when outliers may occur in the explanatory variable. It will be studied as a special case of an errors-in-variables problem where the explanatory variable is measured with a nonnormally distributed error. In this more general model and under certain conditions a consistent estimator can be given with a normal limiting distribution. Applications to cases of outliers in the explanatory variable will be presented.