Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31031
Authors: 
Kukush, Alexander
Schneeweiss, Hans
Year of Publication: 
2004
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 396
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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