Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables

DOI10.2307/1911270zbMath0642.62060OpenAlexW2116247288MaRDI QIDQ3783396

Tom Wansbeek, Paul A. Bekker, Arie Kapteyn

Publication date: 1987

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/consistent-sets-of-estimates-for-regressions-with-correlated-or-uncorrelated-measurement-errors-in-arbitrary-subsets-of-all-variables(075267e3-fe77-45b1-81e7-2643f768e800).html

zbMATH Keywords

maximum likelihood estimationlinear modelsmeasurement errorssimultaneous equation modelsconsistent sets of estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (5)

Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences ⋮ Bounding parameters in a linear regression model with a mismeasured regressor using additional information ⋮ The positive semidefiniteness of partitioned matrices ⋮ Proxies versus omitted variables in regression analysis ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES

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