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Ludwig-Maximilians-Universität München (LMU) >
Sonderforschungsbereich 386: Statistische Analyse diskreter Strukturen, Universität München (LMU) >
Discussion papers, SFB 386, LMU München >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/31098
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Schneeweiss, Hans | | en_US |
| dc.contributor.author | | Shalabh | | en_US |
| dc.date.accessioned | | 2006-12-14 | | en_US |
| dc.date.accessioned | | 2010-05-14T10:10:27Z | | - |
| dc.date.available | | 2010-05-14T10:10:27Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.pi | | urn:nbn:de:bvb:19-epub-1861-6 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/31098 | | - |
| dc.description.abstract | | The 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.iso | | eng | | en_US |
| dc.publisher | | Techn. Univ.; Sonderforschungsbereich 386, Statistische Analyse Diskreter Strukturen München | | en_US |
| dc.relation.ispartofseries | | Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 493 | | en_US |
| dc.subject.ddc | | 310 | | en_US |
| dc.title | | On the estimation of the linear relation when the error variances are known | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 521182662 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Discussion papers, SFB 386, LMU München
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