Relative efficiency of three estimators in a polynomial regression with measurement errors

DOI10.1016/j.jspi.2003.09.016zbMath1083.62023MaRDI QIDQ1888837

Roland Wolf, Hans Schneeweiss, Alexander G. Kukush

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.016

zbMATH Keywords

Polynomial regression; Ordinary least squares; Measurement errors; Adjusted least squares; Small error variance; Structural least squares

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J99: Linear inference, regression

62J02: General nonlinear regression

Related Items

Moment conditions for the quadratic regression model with measurement error, New \(M\)-estimators in semi-parametric regression with errors in variables, Quasi score is more efficient than corrected score in a polynomial measurement error model, A note on a matrix inequality for generalized means, Three estimators for the Poisson regression model with measurement errors, Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models, Testing the suitability of polynomial models in errors-in-variables problems

Cites Work

• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
• Polynomial Regression With Errors in the Variables
• A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
• Covariate Measurement Error in Quadratic Regression
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item