Confidence sets are constructed for the coefficients in a structural errors-invariables model with partial replication. These confidence sets are different from the traditional asymptotic confidence sets which have zero confidence levels, where the confidence level of a confidence set is defined to
Are robust estimation methods useful in the structural errors-in-variables model?
โ Scribed by R. H. Ketellapper; A. E. Ronner
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Weight
- 406 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For systems described by algebraic or differential equation models where all variables are subject to error, the error-in-variables method (EVM) for parameter estimation has been shown to be superior to standard least-squares techniques. Previous EVM algorithms were developed assuming linear (or lin
This paper focuses on robust estimation in the structural errors-in-variables (EV) model. A new class of robust estimators, called weighted orthogonal regression estimators, is introduced. Robust estimators of the parameters of the EV model are simply derived from robust estimators of multivariate l