Estimation of a structural linear regression model with a known reliability ratio

DOI10.1007/BF00773353zbMath0803.62054MaRDI QIDQ1335357

Lisbeth K. Cordani, Heleno Bolfarine

Publication date: 9 January 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionMonte Carlo studylikelihood ratio statisticsmaximum likelihood estimatororthogonal transformationconditional modelmeasurement error modelmarginal posterior distributionreliability ratioslope parametert-distributionconditional profile likelihoodsexact marginal posterior distributionorthognalitysimple structural linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

Related Items

Bayesian inference for dependent elliptical measurement error models, Asymptotic variance-covariance matrices for the linear structural model, Bayesian inference in measurement error models from objective priors for the bivariate normal distribution, BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS, On predicting the population total under regression models with measurement errors, Comparison between a measurement error model and a linear model without measurement error, A note on the simple structural regression model, Elliptical structural models, On Score Tests in Structural Regression Models, Skew normal measurement error models

Cites Work

• Likelihood estimation of a simple linear regression model when both variables have error
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