Consistency of regression estimates when some variables are subject to error

DOI10.1080/03610928208828287MaRDI QIDQ3662460zbMATH OpenOpenAlexFDO

Authors 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

errors-in-variables modelweak consistencymaximum likelihood estimateconsistency of regression estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites work

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

Cited in

(18)

• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
• Total least squares and bootstrapping with applications in calibration
• Sow aspects of robustness in thr functional errors-in-variables regression model
• Asymptotics for weakly dependent errors-in-variables
• Consistency of the total least squares estimator in the linear errors-in-variables regression
• Unitarily invariant errors-in-variables estimation
• Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
• Algebraic connections between the least squares and total least squares problems
• Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables
• Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models
• A graph subspace approach to system identification based on errors-in-variables system models
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Analysis of the generalized total least squares problem AX B when some columns of A are free of error
• Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
• The element-wise weighted total least-squares problem
• Block bootstrap for dependent errors-in-variables
• Linear Source Apportionment Using Generalized Least Squares

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