Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31098 
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dc.contributor.authorSchneeweiss, Hansen
dc.contributor.authorShalabhen
dc.date.accessioned2006-12-14-
dc.date.accessioned2010-05-14T10:10:27Z-
dc.date.available2010-05-14T10:10:27Z-
dc.date.issued2006-
dc.identifier.pidoi:10.5282/ubm/epub.1861en
dc.identifier.piurn:nbn:de:bvb:19-epub-1861-6en
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
dc.language.isoengen
dc.publisher|aLudwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |cMünchenen
dc.relation.ispartofseries|aDiscussion Paper |x493en
dc.subject.ddc519en
dc.titleOn the estimation of the linear relation when the error variances are known-
dc.type|aWorking Paperen
dc.identifier.ppn521182662en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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