A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

DOI10.1111/1467-9868.00258MaRDI QIDQ4512935zbMATH OpenOpenAlexFDO

Authors Chi-Lun Cheng, Markus Thamerus, Hans Schneeweiss

Publication date 29 March 2001

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://epub.ub.uni-muenchen.de/1502/

zbMATH Keywords

measurement errorpolynomial regressionsmall sample propertiesadjusted least squaresmodified adjusted least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

Recommendations

• Polynomial Regression With Errors in the Variables
• scientific article; zbMATH DE number 5220414
• The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
• Convergence of estimators in the polynomial measurement error model
• Relative efficiency of three estimators in a polynomial regression with measurement errors

Cited in

(15)

• Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
• Least squares orthogonal polynomial regression estimation for irregular design
• The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
• Convergence of estimators in the polynomial measurement error model
• Covariate Measurement Error in Quadratic Regression
• Testing the suitability of polynomial models in errors-in-variables problems
• Moment conditions for the quadratic regression model with measurement error
• A note on constrained estimation in the simple linear measurement error model
• Some recent advances in measurement error models and methods
• Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models
• Relative efficiency of three estimators in a polynomial regression with measurement errors
• Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
• Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model
• Accounting for Data Errors Discovered from an Audit in Multiple Linear Regression
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

This page was built for publication: A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512935)