Replicated measurement error model under exact linear restrictions |
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Authors: | Sukhbir Singh Kanchan Jain Suresh Sharma |
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Affiliation: | 1. Department of Statistics, Panjab University, Chandigarh, 160014, India
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Abstract: | We consider a replicated ultrastructural measurement error regression model where predictor variables are observed with error. It is assumed that some prior information regarding the regression coefficients is available in the form of exact linear restrictions. Three classes of estimators of regression coefficients are proposed. These estimators are shown to be consistent as well as satisfying the given restrictions. The asymptotic properties of unrestricted as well as restricted estimators are studied without imposing any distributional assumption on any random component of the model. A Monte Carlo simulations study is performed to assess the effect of sample size, replicates and non-normality on the estimators. |
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