Errors-in-Variables and Reverse Regression

DOI10.1142/9789811202391_0075MaRDI QIDQ5139504zbMATH OpenOpenAlexFDO

Authors Shafiqur Rahman, Cheng-Few Lee

Publication date 9 December 2020

Published in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789811202391_0075

zbMATH Keywords

direct and reverse regressionerrors-in-variablesmeasurement error

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cited in

(7)

• Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models
• Revision: variance inflation in regression
• Errors in regression lines
• Errors-in-variables with systematic biases
• scientific article; zbMATH DE number 3928116 (Why is no real title available?)
• Errors in variables and reverse regression in the measurement of wage discrimination
• Alternative methods to deal with measurement error

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