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dc.contributor.authorSchneeweiss, Hansen_US
dc.contributor.authorShalabhen_US
dc.date.accessioned2006-12-14en_US
dc.date.accessioned2010-05-14T10:10:27Z-
dc.date.available2010-05-14T10:10:27Z-
dc.date.issued2006en_US
dc.identifier.piurn:nbn:de:bvb:19-epub-1861-6-
dc.identifier.urihttp://hdl.handle.net/10419/31098-
dc.description.abstractThe present article considers the problem of consistent estimation in measurement error models. 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 analyzed. 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 and the effect of a non-normal distribution of the measurement errors.en_US
dc.language.isoengen_US
dc.publisherTechn. Univ.; Sonderforschungsbereich 386, Statistische Analyse Diskreter Strukturen Münchenen_US
dc.relation.ispartofseriesDiscussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 493en_US
dc.subject.ddc310en_US
dc.titleOn the estimation of the linear relation when the error variances are knownen_US
dc.typeWorking Paperen_US
dc.identifier.ppn521182662en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Discussion papers, SFB 386, LMU München

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