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A small sample estimator for a polynomial regression with errors in the variables |
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| Authors: | Chi-Lun Cheng Hans Schneeweiss & Markus Thamerus |
| Institution: | Academia Sinica, Taipei, Republic of China,;University of Munich, Germany,;Bayerische Landesbank, Munich, Germany |
| Abstract: | An adjusted least squares estimator, introduced by Cheng and Schneeweiss for consistently estimating a polynomial regression of any degree with errors in the variables, is modified such that it shows good results in small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings. |
| Keywords: | Adjusted least squares Measurement error Modified adjusted least squares Polynomial regression Small sample properties |