Regressor diagnostics for the classical errors-in-variables model (Q583779): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(88)90004-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2066954221 / rank | |||
Normal rank | |||
Revision as of 22:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regressor diagnostics for the classical errors-in-variables model |
scientific article |
Statements
Regressor diagnostics for the classical errors-in-variables model (English)
0 references
1988
0 references
The author introduces the mixed linear model \(y=\beta 'X^*+\mu\) where the ``proxy variables'' \(X=X^*+\epsilon\) are subject to the measurement errors. A series of diagnostics are developed to prove the sensitivity of regression coefficient estimates to measurement errors in each regressor (large-sample-properties of the classical errors-in-variables model). Algorithms to compute the diagnostics are provided, and an example is used for illustrations.
0 references
mixed linear model
0 references
proxy variables
0 references
diagnostics
0 references
sensitivity of regression coefficient estimates to measurement errors
0 references
large-sample- properties
0 references
errors-in-variables model
0 references
Algorithms
0 references
