Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146892 | Journal of Multivariate Analysis | 2011 | 17 Pages |
Abstract
We study a multivariate ultrastructural measurement error (MUME) model with more than one response variable. This model is a synthesis of multivariate functional and structural models. Three consistent estimators of regression coefficients, satisfying the exact linear restrictions have been proposed. Their asymptotic distributions are derived under the assumption of a non-normal measurement error and random error components. A simulation study is carried out to investigate the small sample properties of the estimators. The effect of departure from normality of the measurement errors on the estimators is assessed.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Kanchan Jain, Sukhbir Singh, Suresh Sharma,