Abstract

Regression calibration estimation procedure is proposed in linear errors-in-variables regression model when the measurement error follows a normal distribution. The improvement is made feasible by the Tweedie’s formula. Large sample properties, including the weak consistency and the asymptotic normality are established under some mild conditions. Simulation studies are conducted to evaluate the finite sample performances via comparing with existing estimation methods.

Full Text
Paper version not known

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 call

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.