Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31031 
Year of Publication: 
2004
Series/Report no.: 
Discussion Paper No. 396
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Abstract: 
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error variance and thus nearly equally efficient.
Subjects: 
Measurement Errors
Maximum Likelihood
Efficiency
Small Error Variance
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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