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Estimation in mixed effects model with errors in variables

โœ Scribed by Hengjian Cui; Kai W Ng; Lixing Zhu


Book ID
108185425
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
306 KB
Volume
91
Category
Article
ISSN
0047-259X

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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