首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors
Abstract:This article discusses the construction and efficiency properties of consistent estimators of regression parameters under replicated ultrastructural model with not necessarily normally distributed measurement errors. The variances of measurement errors associated with the study and explanatory variables are estimated from the replicated sample observations and are used for the consistent estimation of regression parameters. The asymptotic efficiency properties of the estimators are derived and analysed. The finite sample performance of the estimators is empirically studied through a Monte Carlo simulation.
Keywords:measurement errors  direct regression  reverse regression  replicated data  ultrastructural model  non-normal distribution
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号