Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters

MaRDI QIDQ3608280zbMATH OpenFDO

Authors A. Kukush, A. Malenko, Hans Schneeweiss

Publication date 28 February 2009

zbMATH Keywords

mean-variance modelmeasurement error modeloptimality propertycorrected score estimatorquasi score estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Generalized linear models (logistic models) (62J12)

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(6)

• The error components regression model: conditional relative efficiency comparisons
• Comparing the efficiency of structural and functional methods in measurement error models
• Optimality of quasi-score in the multivariate mean-variance model with an application to the zero-inflated Poisson model with measurement errors
• Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models
• Optimality of CS estimators in nonlinear errors-in-variables model when non-intercept terms are small
• An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models

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