Asymptotic variance-covariance matrices for the linear structural model

DOI10.1016/J.STAMET.2010.12.002zbMATH Open1213.62115OpenAlexW2033429272MaRDI QIDQ537289FDOQ537289

Authors: Jonathan Gillard 

Publication date: 19 May 2011

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

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.12.002

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zbMATH Keywords

measurement errormethod of momentsvariance-covariance matrixerrors in variables regression

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

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• Flexible Parametric Measurement Error Models
• A heteroscedastic structural errors-in-variables model with equation error
• Likelihood estimation of a simple linear regression model when both variables have error
• Estimation of a structural linear regression model with a known reliability ratio
• Title not available (Why is that?)

Cited In (10)

• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution
• Asymptotically independent estimates in a structural linear model with measurement errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• An overview of linear structural models in errors in variables regression
• The Matrix-Logarithmic Covariance Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Method of moments estimation in linear regression with errors in both variables

Uses Software

• PROC NLMIXED

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