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Strong Consistency of Estimation of Number of Regression Variables when the Errors are Independent and Their Expectations are Not Equal to Each Other

Strong Consistency of Estimation of Number of Regression Variables when the Errors are Independent and Their Expectations are Not Equal to Each Other
Author: Yuehua Wu
Publisher:
Total Pages: 27
Release: 1987
Genre:
ISBN:

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This document considers the linear regression model y sub i = x sub i B + e sub i, i = 1, 2 ..., where (x sub i) - is a sequence of known p-vectors, Beta = (Beta Sub 1 ..., Beta Sub p) is an unknown p-vector, known as regression coefficients, (e Sub i) is a sequence of random errors. It is of interest to test the hypothesis H Sub k: Beta Sub k+1 = ... = Beta Sub p = O, k = O, 1, ..., p. We do not assume that the random errors are identically distributed and have zero means, since it is sometimes realistic. As a compensation for this relaxation, we assume the errors have a common bounded support A Sub 1, a Sub 2 under certain conditions, we obtain the strongly consistent estimate of the number k for which Beta Sub k is not equal to O and Beta Sub k+1 = ... = Beta Sub p = O, by using the information theoretical criteria.


Measurement Error Models

Measurement Error Models
Author: Wayne A. Fuller
Publisher: John Wiley & Sons
Total Pages: 474
Release: 2009-09-25
Genre: Mathematics
ISBN: 0470317337

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The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The effort of Professor Fuller is commendable . . . [the book] provides a complete treatment of an important and frequently ignored topic. Those who work with measurement error models will find it valuable. It is the fundamental book on the subject, and statisticians will benefit from adding this book to their collection or to university or departmental libraries." -Biometrics "Given the large and diverse literature on measurement error/errors-in-variables problems, Fuller's book is most welcome. Anyone with an interest in the subject should certainly have this book." -Journal of the American Statistical Association "The author is to be commended for providing a complete presentation of a very important topic. Statisticians working with measurement error problems will benefit from adding this book to their collection." -Technometrics " . . . this book is a remarkable achievement and the product of impressive top-grade scholarly work." -Journal of Applied Econometrics Measurement Error Models offers coverage of estimation for situations where the model variables are observed subject to measurement error. Regression models are included with errors in the variables, latent variable models, and factor models. Results from several areas of application are discussed, including recent results for nonlinear models and for models with unequal variances. The estimation of true values for the fixed model, prediction of true values under the random model, model checks, and the analysis of residuals are addressed, and in addition, procedures are illustrated with data drawn from nearly twenty real data sets.


Measurement Error

Measurement Error
Author: John P. Buonaccorsi
Publisher: CRC Press
Total Pages: 465
Release: 2010-03-02
Genre: Mathematics
ISBN: 1420066587

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Over the last 20 years, comprehensive strategies for treating measurement error in complex models and accounting for the use of extra data to estimate measurement error parameters have emerged. Focusing on both established and novel approaches, Measurement Error: Models, Methods, and Applications provides an overview of the main techniques and illu


Consistent Estimation of a Two Equation-error Components Model

Consistent Estimation of a Two Equation-error Components Model
Author: Rachid Boumahdi
Publisher:
Total Pages: 12
Release: 1990
Genre:
ISBN:

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The problem considered here is the estimation of the parameters of the regression model with panel data where the dependent variable is truncated. A two equation-error components is presented and a consistent estimate is the proposed. A test of equality between two sets of coefficients is developed.


Consistency of Regression Estimates When Some Variables are Subject to Error

Consistency of Regression Estimates When Some Variables are Subject to Error
Author: Paul P. Gallo
Publisher:
Total Pages: 16
Release: 1981
Genre: Variables (Mathematics)
ISBN:

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For a general univariate 'errors-in-variables' model, the maximum likelihood estimate of the parameter vector (assuming normality of the errors), which has been described in the literature, can be expressed in an alternative form. In this form, the estimate is computationally simpler, and deeper investigation of its properties is facilitated. In particular, we demonstrate that, under conditions a good deal less restrictive than those which have been previously assumed, the estimate is weakly consistent. (Author).