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ArticleOriginal scientific text

Title

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

Authors 1

Affiliations

  1. Faculty of Management, University of Mining and Metallurgy, Gramatyka 10, 30-067 Kraków, Poland

Abstract

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.

Keywords

ENG
regression line, variance component, simulation study, maximum likelihood method, estimator, replication model

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Applicationes Mathematicae
1998-1999/25/4
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Pages:
401-410
Main language of publication
English
Received
1997-10-13
Accepted
1998-04-21
Published
1999
Exact and natural sciences