Consistency of the adjusted least squares estimator for multivariate vector models with measurement errors under conditions of decreasing accuracy
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Publication:2850867
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Cited in
(6)- Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
- The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
- Convergence of estimators in the polynomial measurement error model
- Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
- Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model
- Errors in variables: consistent adjusted least squares (cals) estimation
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