Abstract
We consider the average derivation estimation when neither the response variable nor the covariates can be directly observed, but are measured with multiplicative distortion measurement errors. Three calibration procedures with several estimation methods are used to estimate the average derivation, namely, conditional mean calibration, conditional absolute mean calibration and conditional variance calibration. The asymptotic properties for the estimators are established. Monte Carlo simulation experiments are conducted to examine the performance of the proposed estimators.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
