Errors in Variables: A Consistent Estimator with Smaller MSE in Finite Samples

DOI10.2307/2286177zbMATH Open0296.62061OpenAlexW4242875219MaRDI QIDQ4049966FDOQ4049966

Authors: Martin Feldstein 

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2286177

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cited In (5)

• Estimation of a linear transformation and an associated distributional problem
• A combined estimator in the simple errors-in-variables model
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• On the maximum likelihood estimation of a linear structural relationship when the intercept is known

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