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

DOI10.1137/0614048zbMATH Open0780.65083OpenAlexW2044571390MaRDI QIDQ3136540FDOQ3136540

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

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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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