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

100%

Czapkiewicz A.

Applicationes Mathematicae

1998-1999

tom 25

nr 4

401-410

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.

The two-dimensional linear relation in the errors-in-variables model with replication of one variable

63%

Czapkiewicz A., Dawidowicz A. L.

Applicationes Mathematicae

2000

tom 27

nr 3

335-342

We present a two-dimensional linear regression model where both variables are subject to error. We discuss a model where one variable of each pair of observables is repeated. We suggest two methods to construct consistent estimators: the maximum likelihood method and the method which applies variance components theory. We study asymptotic properties of these estimators. We prove that the asymptotic variances of the estimators of regression slopes for both methods are comparable.

Ograniczanie wyników

2 Applicationes Mathematicae

2 Czapkiewicz A.

1 Dawidowicz A. L.

1 2000

1 1999

Wyniki wyszukiwania

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

The two-dimensional linear relation in the errors-in-variables model with replication of one variable