Consistency of regression estimates when some variables are subject to error

DOI10.1080/03610928208828287zbMath0515.62064MaRDI QIDQ3662460

Paul P. Gallo

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3259

zbMATH Keywords

weak consistency; maximum likelihood estimate; errors-in-variables model; consistency of regression estimates

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Related Items

The element-wise weighted total least-squares problem, Algebraic connections between the least squares and total least squares problems, Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error, Consistency of the structured total least squares estimator in a multivariate errors-in-variables model, Sow aspects of robustness in thr functional errors-in-variables regression model, Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models

Cites Work

• Properties of some estimators for the errors-in-variables model
• Estimation in a multivariate errors in variables regression model: Large sample results
• Strong consistency of least squares estimates in normal linear regression
• Estimating structural and functional relationships
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Weak and strong consistency of the least squares estimators in regression models
• Strong consistency of least squares estimates in multiple regression