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

DOI10.1111/J.1467-9574.1987.TB01215.XzbMATH Open0715.62122OpenAlexW2030363142MaRDI QIDQ3201385FDOQ3201385

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

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zbMATH Keywords

asymptotic varianceBAN estimatesestimation by higher order momentsoptimal moment- estimators

Mathematics Subject Classification ID

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

Cites Work

• Linear Statistical Inference and its Applications
• The Estimation of Economic Relationships using Instrumental Variables
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Title not available (Why is that?)
• The Fitting of Straight Lines When both Variables are Subject to Error
• Consistent moment estimators of regression coefficients in the presence of errors in variables
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Estimating structural and functional relationships
• Consistent estimation of a regression with errors in the variables
• Estimating linear statistical relationships
• Factor analysis for non-normal variables
• Comment on Identification in the Linear Errors in Variables Model
• On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
• Title not available (Why is that?)
• On the Theory of Ban Estimates

Cited In (7)

• Consistent estimation of linear panel data models with measurement error
• Direction of dependence in measurement error models
• Errors-in-variables regression and the problem of moments
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations
• Title not available (Why is that?)
• Estimates of the third and fourth order central moments of measurement errors from sums of powers of least squares adjustment residuals
• Method of moments estimation in linear regression with errors in both variables

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