Consistency of regression estimates when some variables are subject to error

DOI10.1080/03610928208828287zbMath0515.62064OpenAlexW2049104464MaRDI 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 consistencymaximum likelihood estimateerrors-in-variables modelconsistency of regression estimates

Mathematics Subject Classification ID

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

Related Items (17)

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

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

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