Inference in a structural heteroskedastic calibration model

DOI10.1007/s00362-014-0592-8zbMath1309.62120OpenAlexW2056819229MaRDI QIDQ2340396

Mário de Castro, Manuel Galea

Publication date: 16 April 2015

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0592-8

zbMATH Keywords

estimationEM algorithmmaximum likelihoodcalibrationhypotheses testingstructural modelsmeasurement error models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (1)

Two-step calibration estimation under multiple auxiliary variables in survey sampling

Uses Software

• R
• Ox

Cites Work

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• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• A heteroscedastic structural errors-in-variables model with equation error
• Inference about comparative precision in linear structural relationships
• Hypotheses testing for structural calibration model
• A note on asymptotic testing theory for nonhomogeneous observations
• Measurement Error
• On the control of asynchronous machines with races
• Measurement Error in Nonlinear Models
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results

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