The Numerical Effect of Measurement Error in the Explanatory Variables on the Observed Least Squares Estimate

DOI10.1137/0614048MaRDI QIDQ3136540zbMATH OpenOpenAlexFDO

Authors Samprit Chatterjee, Glenn Heller

Publication date 18 October 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0614048

zbMATH Keywords

linear regressionerrors in variablesleast squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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