Least Squares and Grouping Method Estimators in the Errors in Variables Model

DOI10.2307/2284583zbMATH Open0206.20102OpenAlexW4240807858MaRDI QIDQ5606364FDOQ5606364

Authors: David H. Richardson, De-Min Wu 

Publication date: 1970

Full work available at URL: https://doi.org/10.2307/2284583

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Cited In (15)

• On the grouped LSE under an errors-in-variables model
• Consistent ridge estimation for replicated ultrastructural measurement error models
• On choosing estimators'in a simple linear errors-in-variables model
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Consistent estimation of a regression with errors in the variables
• Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables
• Improved estimators of regression coefficients in measurement error models
• Consistent estimation of coefficients in measurement error models with replicated observations
• Asymptotic efficiency properties of least squares in an ultrastructural model
• Stein-rule least squares estimation: A heuristic for fallible data
• Comparison of structural and least-squares lines for estimating geologic relations
• Linear model estimation errors with estimated design parameters
• Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations
• On the behavior of inconsistent instrumental variable estimators
• Replicated measurement error model under exact linear restrictions

This page was built for publication: Least Squares and Grouping Method Estimators in the Errors in Variables Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5606364)