Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

DOI10.1007/S00362-009-0243-7zbMath1247.62174arXiv0903.3146OpenAlexW2078644632MaRDI QIDQ451517

Alexandre G. Patriota, Heleno Bolfarine, Artur J. Lemonte

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.3146

zbMATH Keywords

bias correction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (10)

Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ On improved estimation in multivariate Dirichlet regressions ⋮ A New Perspective in Functional EIV Linear Models: Part II ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Bayesian inference in measurement error models for replicated data ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Calibration with low bias ⋮ Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Inference in a structural heteroskedastic calibration model

Uses Software

• R
• Ox

Cites Work

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• A heteroscedastic structural errors-in-variables model with equation error
• Bias correction for a class of multivariate nonlinear regression models
• Bias correction in a multivariate normal regression model with general parameterization
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bias in nonlinear regression

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