6533b851fe1ef96bd12a9e1a
RESEARCH PRODUCT
Estimation of linear errors-in-variable models with error free covariates: a backfitting approach
Vito Michele Rosario Muggeosubject
meaurement error errors in variables models backfittingSettore SECS-S/01 - Statisticadescription
We present a backfitting algorithm to estimate linear regression mod- els having both error-prone and error-free covariates as predictors. The algorithm assumes that the variance-ratios are known, and it is particulary efficient when several explanatory variables are included. The resulting estimators are shown to be unbiased and to perform well as compared to method-of-moments estimators which are usually employed when the variance ratio is known.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2008-01-01 |