Asymptotic variance-covariance matrices for the linear structural model
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Publication:537289
DOI10.1016/j.stamet.2010.12.002zbMath1213.62115MaRDI QIDQ537289
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
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F10: Point estimation
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- A heteroscedastic structural errors-in-variables model with equation error
- Estimation of a structural linear regression model with a known reliability ratio
- Likelihood estimation of a simple linear regression model when both variables have error
- Flexible Parametric Measurement Error Models
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