Pages that link to "Item:Q5777638"

The following pages link to The Fitting of Straight Lines if Both Variables are Subject to Error (Q5777638):

Displaying 32 items.

• How strong is strong enough? Strengthening instruments through matching and weak instrument tests (Q312976) (← links)
• Generalization of the geometric mean functional relationship (Q673287) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Note on fitting a straight line when both variables are subject to error and some applications (Q767622) (← links)
• Regressions- und Kausalanalyse in der Biologie (Q770755) (← links)
• Least orthogonal absolute deviations (Q804182) (← links)
• Assumptions of IV methods for observational epidemiology (Q903300) (← links)
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
• Error-free milestones in error prone measurements (Q985011) (← links)
• Estimation of the slope in a linear functional relationship (Q1112499) (← links)
• Dynamical encoding of cursive handwriting (Q1337260) (← links)
• A general estimation procedure based on group means (Q1896148) (← links)
• Does the best-fitting curve always exist? (Q1952688) (← links)
• Two-sample instrumental variable analyses using heterogeneous samples (Q2325638) (← links)
• On the statistical processing of experimental data for indirect measurements (Q2542024) (← links)
• A comparison of some quick algorithms for robust regression (Q2563582) (← links)
• Reverse attenuation in interaction terms due to covariate measurement error (Q2803437) (← links)
• (Q3327538) (← links)
• Descriptive tests for the identification of outliers in the errors in variables linear model (Q3598324) (← links)
• Inflation of Type I error rate in multiple regression when independent variables are measured with error (Q3636239) (← links)
• ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES (Q3690070) (← links)
• (Q4069638) (← links)
• Analysis of functional relationships: old and new models (Q4085105) (← links)
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models (Q4976537) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• TRYGVE HAAVELMO AT THE COWLES COMMISSION (Q5177923) (← links)
• A centroid-based nonparametric regression estimator (Q5283881) (← links)
• Robust Winsorized Regression Using Bootstrap Approach (Q5305492) (← links)
• A note on the moments of the Wald's estimator (Q5588202) (← links)
• The Algebra of Estimation in Linear Econometric Systems∗ (Q5666034) (← links)
• Empirical modelling of contagion: a review of methodologies (Q5697332) (← links)
• Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)