Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition

Arbeitspapier

In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions about the distributions of the predictor and the measurement errors. Data from a nutrition study are analyzed using the methods. Finally, the results from a simulation study are presented and the performances of the methods compared.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: SFB 373 Discussion Paper ; No. 1997,10

Classification and Topics

• Classification: Wirtschaft
• Subject: Bootstrap ; Measurement Error ; Errors-in-Variables ; Asymptotic theory ; Estimating Equations ; Nonlinear Regression ; Nutrition

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Iturria, Stephen J. ; Carroll, Raymond J. ; Firth, David
• Event: Veröffentlichung
• (who): Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
• (where): Berlin
• (when): 1997

Further information

• Handle: http://hdl.handle.net/10419/66311
• URN: urn:nbn:de:kobv:11-10063707
• Last update: 10.03.2025, 11:42 AM CET