Measurement error models with a general class of error distribution
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2010
|
| Resumo |
In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported. FAPESP (Fundacao de Amparo a Pesquisa do Estado de Sao Paulo) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) CNPq (Conselho Nacional de Desenvolvimento Cientifico e Tecnologico) |
| Identificador |
STATISTICS, v.44, n.2, p.119-127, 2010 0233-1888 http://producao.usp.br/handle/BDPI/30478 10.1080/02331880903023795 |
| Idioma(s) |
eng |
| Publicador |
TAYLOR & FRANCIS LTD |
| Relação |
Statistics |
| Direitos |
restrictedAccess Copyright TAYLOR & FRANCIS LTD |
| Palavras-Chave | #multiple regression #measurement error #corrected score #asymptotic theory #simulation #IN-VARIABLES MODELS #Statistics & Probability |
| Tipo |
article original article publishedVersion |
