Restricted estimation in multivariate measurement error regression model

JOURNAL OF MULTIVARIATE ANALYSIS

卷:102

Article

Jain, Kanchan¹  Singh, Sukhbir¹  Sharma, Suresh¹ 

[1] Panjab Univ, Dept Stat, Chandigarh 160014, India

关键词: Measurement error;    Multivariate regression;    Reliability matrix;    Linear restrictions;    Consistent estimators;   

DOI  :  10.1016/j.jmva.2010.09.004

来源: Elsevier

【 摘 要 】

We study a multivariate ultrastructural measurement error (MUME) model with more than one response variable This model is a synthesis of multivariate functional and structural models Three consistent estimators of regression coefficients satisfying the exact linear restrictions have been proposed Their asymptotic distributions are derived under the assumption of a non-normal measurement error and random error components A simulation study is carried out to investigate the small sample properties of the estimators The effect of departure from normality of the measurement errors on the estimators is assessed (C) 2010 Elsevier Inc All rights reserved

【 授权许可】

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