Arbeitspapier
On the estimation of the linear relation when the error variances are known
The present article considers the problem of consistent estimation in measurement error models. A linear relation with not necessarily normally distributed measurement errors is considered. Three possible estimators which are constructed as different combinations of the estimators arising from direct and inverse regression are considered. The efficiency properties of these three estimators are derived and analyzed. The effect of non-normally distributed measurement errors is analyzed. A Monte-Carlo experiment is conducted to study the performance of these estimators in finite samples and the effect of a non-normal distribution of the measurement errors.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 493
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Schneeweiss, Hans
Shalabh
- Ereignis
-
Veröffentlichung
- (wer)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (wo)
-
München
- (wann)
-
2006
- DOI
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doi:10.5282/ubm/epub.1861
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1861-6
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Schneeweiss, Hans
- Shalabh
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Entstanden
- 2006
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