Regression with errors in variables: estimators based on third order moments

DOI10.1111/J.1467-9574.1987.TB01215.XMaRDI QIDQ3201385zbMATHOpenAlexFDO

Authors Kees van Montfort, Ab Mooijaart, Jan De Leeuw

Publication date 1987

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1987.tb01215.x

zbMATH Keywords

asymptotic varianceBAN estimatesestimation by higher order momentsoptimal moment- estimators

Mathematics Subject Classification ID

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

Recommendations

• Higher moment estimators for linear regression models with errors in the variables
• scientific article; zbMATH DE number 3951811
• Identification and estimation of polynomial errors-in-variables models
• On the estimation of the linear relation when the error variances are known
• Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data

Cites work

• scientific article; zbMATH DE number 3945184 (Why is no real title available?)
• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Comment on Identification in the Linear Errors in Variables Model
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Consistent estimation of a regression with errors in the variables
• Consistent moment estimators of regression coefficients in the presence of errors in variables
• Estimating linear statistical relationships
• Estimating structural and functional relationships
• Factor analysis for non-normal variables
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Linear Statistical Inference and its Applications
• On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
• On the Theory of Ban Estimates
• The Estimation of Economic Relationships using Instrumental Variables
• The Fitting of Straight Lines When both Variables are Subject to Error

Cited in

(7)

• Errors-in-variables regression and the problem of moments
• Direction of dependence in measurement error models
• Estimates of the third and fourth order central moments of measurement errors from sums of powers of least squares adjustment residuals
• Consistent estimation of linear panel data models with measurement error
• scientific article; zbMATH DE number 3951811 (Why is no real title available?)
• Method of moments estimation in linear regression with errors in both variables
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations

This page was built for publication: Regression with errors in variables: estimators based on third order moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201385)