Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
418107 | Computational Statistics & Data Analysis | 2007 | 6 Pages |
Abstract
The problem of consistent estimation in measurement error models in 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 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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
H. Schneeweiss, H. Shalabh,