Consistent estimation of coefficients in measurement error models with replicated observations

DOI10.1016/S0047-259X(03)00021-6MaRDI QIDQ1403414zbMATH OpenFDO

Authors D. Massart

Publication date 1 September 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

measurement errorsultrastructural modelreplicated observations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Recommendations

• On the estimation of measurement error models under replication with equation error
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• CONSISTENT ESTIMATION THROUGH WEIGHTED HARMONIC MEAN OF INCONSISTENT ESTIMATORS IN REPLICATED MEASUREMENT ERROR MODELS
• Replicated measurement error model under exact linear restrictions
• Estimation of varying coefficient models with measurement error
• Estimation of heteroscedastic replicated measurement error model with equation error
• On a repeated-measurement model with errors in dependent variable

Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3532356 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• Alternative covariance estimates in a replicated measurement error model with correlated, heteroscedastic errors
• Consistent estimation for the non-normal ultrastructural model
• Improved estimation in measurement error models through Stein rule procedure
• Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal
• Least Squares and Grouping Method Estimators in the Errors in Variables Model
• Multivariate linear ultrastructural relationships model
• The Importance of Assessing Measurement Reliability in Multivariate Regression
• The linear structural relation for several groups of data
• The ultrastructural relation: A synthesis of the functional and structural relations

Cited in

(14)

• Consistent ridge estimation for replicated ultrastructural measurement error models
• Estimation of parameters in the presence of model misspecification and measurement error
• Estimation of regression coefficients in a restricted measurement error model using instrumental variables
• Restricted estimation in multivariate measurement error regression model
• Replicated measurement error model under exact linear restrictions
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• Coefficient of determination for multiple measurement error models
• Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
• Restricted regression estimation in measurement error models
• Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation
• CONSISTENT ESTIMATION THROUGH WEIGHTED HARMONIC MEAN OF INCONSISTENT ESTIMATORS IN REPLICATED MEASUREMENT ERROR MODELS
• Goodness of fit in restricted measurement error models
• Consistent estimation in measurement error models with near singular covariance

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