The Fitting of Straight Lines if Both Variables are Subject to Error
From MaRDI portal
Publication:5777638
DOI10.1214/AOMS/1177731868zbMath0023.34402OpenAlexW2080040321WikidataQ55890588 ScholiaQ55890588MaRDI QIDQ5777638
Publication date: 1940
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731868
Related Items (32)
A centroid-based nonparametric regression estimator ⋮ Dynamical encoding of cursive handwriting ⋮ How strong is strong enough? Strengthening instruments through matching and weak instrument tests ⋮ A general estimation procedure based on group means ⋮ A note on the moments of the Wald's estimator ⋮ Robust Winsorized Regression Using Bootstrap Approach ⋮ Estimation of the slope in a linear functional relationship ⋮ Unnamed Item ⋮ Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ Assumptions of IV methods for observational epidemiology ⋮ The Algebra of Estimation in Linear Econometric Systems∗ ⋮ Does the best-fitting curve always exist? ⋮ Two-stage intrumental variable estimators for the nonlinear errors-in- variables model ⋮ Empirical modelling of contagion: a review of methodologies ⋮ Analysis of functional relationships: old and new models ⋮ Generalization of the geometric mean functional relationship ⋮ TRYGVE HAAVELMO AT THE COWLES COMMISSION ⋮ Error-free milestones in error prone measurements ⋮ Descriptive tests for the identification of outliers in the errors in variables linear model ⋮ Reverse attenuation in interaction terms due to covariate measurement error ⋮ Grouped-data estimation and testing in simple labor-supply models ⋮ Inflation of Type I error rate in multiple regression when independent variables are measured with error ⋮ Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models ⋮ On the statistical processing of experimental data for indirect measurements ⋮ Note on fitting a straight line when both variables are subject to error and some applications ⋮ Regressions- und Kausalanalyse in der Biologie ⋮ Two-sample instrumental variable analyses using heterogeneous samples ⋮ A comparison of some quick algorithms for robust regression ⋮ Unnamed Item ⋮ Least orthogonal absolute deviations ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
This page was built for publication: The Fitting of Straight Lines if Both Variables are Subject to Error