Comment on Identification in the Linear Errors in Variables Model

DOI10.2307/1914166zbMATH Open0589.62052OpenAlexW2035753305WikidataQ56675780 ScholiaQ56675780MaRDI QIDQ3718010FDOQ3718010

Authors: Paul A. Bekker 

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/comment-on-identification-in-the-linear-errors-in-variables-model(cca118f9-a710-4a6d-a440-a422774fd154).html

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zbMATH Keywords

normalitymultiple linear regression modellinear errors in variables modelnecessary and sufficient conditions for identification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited In (13)

• A simple alternative derivation of a useful theorem in linear errors-in- variables regression models together with some clarifications
• The rank of reduced dispersion matrices
• Regression with errors in variables: estimators based on third order moments
• Identification in the Linear Errors in Variables Model
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
• Bounding the effects of measurement error in regressions involving dichotomous variables
• Proxies versus omitted variables in regression analysis
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations
• Dynamic deconvolution and identification of independent autoregressive sources
• Identification of simultaneous equation models with measurement error: a computerized evaluation
• Identification of linear regressions with errors in all variables
• Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model
• Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market

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