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1998-1999 | 25 | 4 | 401-410
Tytuł artykułu

On estimation of parameters in the bivariate linear errors-in-variables model

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
Rocznik
Tom
25
Numer
4
Strony
401-410
Opis fizyczny
Daty
wydano
1999
otrzymano
1997-10-13
poprawiono
1998-04-21
poprawiono
1998-07-06
Twórcy
  • Faculty of Management, University of Mining and Metallurgy, Gramatyka 10, 30-067 Kraków, Poland
Bibliografia
  • O. Bunke and H. Bunke (1989), Non-Linear Regression, Functional Relationships, and Robust Methods, Wiley, New York.
  • C. G. Chow (1983), Econometrics, Mc-Graw-Hill, New York.
  • W. G. Cochran (1968), Errors of measurement in statistics, Technometrics 10, 637-666.
  • N. R. Cox (1976), The linear structural relation for several groups of data, Biometrika 63, 231-237.
  • W. A. Fuller (1987), Measurement Error Models, Wiley, New York.
  • L. J. Gleser, R. J. Carroll and P. P. Gallo (1987), The limiting distribution of least squares in an errors-in-variables regression model, Ann. Statist. 15, 220-233.
  • S. Gnot (1991), Estimation of Variance Components in Linear Models, Wyd. Naukowo-Techniczne, Warszawa (in Polish).
  • M. G. Kendall and A. Stuart (1979), The Advanced Theory of Statistics, Vol. 2, Griffin, London.
  • R. Kettelapper (1983), On estimating parameters in a simple error-in-variables model, Technometrics 25, 43-47.
  • A. Olsen, J. Seely and D. Birkes (1976), Invariant quadratic unbiased estimation for two variance components, Ann. Statist. 4, 878-890.
  • S. Penev and T. Raykov (1993), On choosing estimators in a simple linear errors-in-variables model, Comm. Statist. Theory Methods 22, 2429-2444.
  • C. R. Rao (1973), Linear Statistical Inference and its Applications, Wiley, New York.
  • C. R. Rao and J. Kleffe (1988), Estimation of Variance Components and Applications, North-Holland Ser. Statist. Probab. 3, North-Holland, Amsterdam.
  • O. Reiersol (1950), Identifiability of a linear relation between variables which are subject to error, Econometrica 18, 575-589.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv25i4p401bwm
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