Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66311
Authors: 
Iturria, Stephen J.
Carroll, Raymond J.
Firth, David
Year of Publication: 
1997
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,10
Abstract: 
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions about the distributions of the predictor and the measurement errors. Data from a nutrition study are analyzed using the methods. Finally, the results from a simulation study are presented and the performances of the methods compared.
Subjects: 
Bootstrap
Measurement Error
Errors-in-Variables
Asymptotic theory
Estimating Equations
Nonlinear Regression
Nutrition
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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