Likelihood estimation of a simple linear regression model when both variables have error
From MaRDI portal
Publication:3813078
DOI10.1093/biomet/76.1.141zbMath0663.62069OpenAlexW2113375707MaRDI QIDQ3813078
No author found.
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.1.141
likelihood ratio statisticsmaximum likelihood estimatorBartlett correction factorparameter orthogonalitychi-squared approximationapproximate confidence intervalserrors in variables model
Related Items (16)
Estimation of a structural linear regression model with a known reliability ratio ⋮ A modified signed likelihood ratio test in elliptical structural models ⋮ Identification of influential observation in linear structural relationship model with known slope ⋮ Robust estimation in the simple errors-in-variables model ⋮ Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information ⋮ Fiducial inference in the classical errors-in-variables model ⋮ Asymptotic variance-covariance matrices for the linear structural model ⋮ Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model ⋮ Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error ⋮ Restricted estimation and testing of hypothesis in linear measurement errors models ⋮ A note on the simple structural regression model ⋮ Elliptical structural models ⋮ Objective Priors for Parameters in a Normal Linear Regression with Measurement Error ⋮ On Score Tests in Structural Regression Models ⋮ Applied regression analysis bibliography update 1988-89 ⋮ Compound Regression and Constrained Regression: Nonparametric Regression Frameworks for EIV Models
This page was built for publication: Likelihood estimation of a simple linear regression model when both variables have error