Estimation of nonlinear errors-in-variables models: an approximate solution

DOI10.1007/BF02925212MaRDI QIDQ1370189zbMATH OpenOpenAlexFDO

Authors Cheng Hsiao, Liqun Wang, Qing Wang

Publication date 26 October 1997

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02925212

zbMATH Keywords

tablesmeasurement errorapproximate least squaresbias adjusted estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 3885144 (Why is no real title available?)
• Approximations for Regression with Covariate Measurement Error
• Are There Two Regressions?
• Consistent estimation for some nonlinear errors-in-variables models
• Covariate measurement error in generalized linear models
• Covariate measurement error in logistic regression
• Estimation for the nonlinear functional relationship
• Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
• Estimation of nonlinear errors-in-variables models
• Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Random-Effect Models in Nonlinear Regression with Applications to Bioassay
• The effect of measurement error
• The effects of measurement error on parameter estimation

Cited in

(18)

• scientific article; zbMATH DE number 4190944 (Why is no real title available?)
• On consistency of LS estimators in the errors-in-variable regression model
• Comparing estimation methods of non-stationary errors-in-variables models
• New \(M\)-estimators in semi-parametric regression with errors in variables
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
• Identification of nonlinear errors-in-variables models.
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Robust and consistent estimation of nonlinear errors-in-variables models
• Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator
• Mem squared error estimation in finite populations under nonlinear models
• A simple estimator for nonlinear error in variable models
• Effective estimation of nonlinear errors-in-variables models
• A small sigma approach to certain problems in errors-in-variables models
• scientific article; zbMATH DE number 4188989 (Why is no real title available?)
• Replicated measurement error model under exact linear restrictions
• scientific article; zbMATH DE number 4143267 (Why is no real title available?)

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