Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables-Reference-Cited by-同舟云学术

Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables

Published:1994-12 Issue:1 Volume:35 Page:329-335
ISSN:0932-5026
Container-title:Statistical Papers
language:en
Short-container-title:Statistical Papers

Author:

Schneeweiss H.,Srivastava V. K.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02926425.pdf

Reference6 articles.

1. Fuller W A (1987) Measurement Error Models. Wiley, New York

2. Richardson D H, Wu D M (1970) Least squares and grouping method estimators in the errors-in-variables model. Journal of the American Statistical Association 65: 724–748

3. Rothenberg T J (1972) The asymptotic distribution of the least squares estimator in the errors-in-variables model. Unpublished manuscript

4. Schneeweiss H (1980) Different asymptotic variances for the same estimator in a regression with errors in the variables. Methods of Operation Research 36: 249–269

5. Schneeweiss H (1982) A simple regression model with trend and error in the exogenous variable. In: Deistler M, Fürst E, Schwödiauer G (eds) Games, Economic Dynamics, and Time Series Analysis. Physica, Würzburg, pp 347–358

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