Consistent estimation for the non-normal ultrastructural model

✍ Scribed by Anil K. Srivastava; Shalabh

• Book ID: 104302545
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 265 KB
• Volume: 34
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00167-8

✦ Synopsis

The present article considers the linear ultrastructural model which encompasses the two popular forms of measurement error models, viz., the functional and structural models. The measurement error variance associated with the explanatory variable is assumed to be known which leads to consistent estimators of parameters. The efficiency properties of the thus obtained estimators of slope parameter, intercept term and the measurement error variance of study variable are derived under non-normal error distributions and the effects of departures from symmetry and peakedness of the error distributions are studied.