Consistent estimation in a linear regression problem with random errors in coefficients

DOI10.1134/S0037446611040148MaRDI QIDQ642085zbMATH OpenFDO

Authors A. I. Sakhanenko, Yuliana Yu. Linke

Publication date 25 October 2011

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0037446611040148

zbMATH Keywords

asymptotically normal estimatesdependence of variances on parameterserrors in independent variablesreplicated regressorstwo-step estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• Applied regression analysis bibliography update
• Applied regression analysis bibliography update 1994-97
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients
• Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients
• Asymptotically optimal estimation in a linear regression problem with random errors in coefficients
• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• Bayesian Analysis of Errors-in-Variables Regression Models
• Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 1183272 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 1409873 (Why is no real title available?)
• Improvement of estimators in a linear regression problem with random errors in coefficients
• Measurement error models.
• On the asymptotics of distributions of two-step statistical estimates
• The limiting distribution of least squares in an errors-in-variables regression model

Cited in

(11)

• Estimation in linear regression models
• On consistent statistical procedures in regression
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• scientific article; zbMATH DE number 167285 (Why is no real title available?)
• Two-step estimation in a heteroscedastic linear regression model
• Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
• Improvement of estimators in a linear regression problem with random errors in coefficients
• Asymptotically optimal estimation in a linear regression problem with random errors in coefficients
• On the asymptotics of distributions of two-step statistical estimates
• Strongly consistent coefficient estimate for errors-in-variables models

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