Slope estimator for the linear error-in-variables model
Paper
Paper/Presentation Title | Slope estimator for the linear error-in-variables model |
---|---|
Presentation Type | Paper |
Authors | Saqr, Anwar (Author) and Khan, Shahjahan (Author) |
Editors | Ahmad, Munir |
Journal or Proceedings Title | Proceedings of the 12th Islamic Countries Conference on Statistical Sciences |
Journal Citation | 23, pp. 71-80 |
Number of Pages | 10 |
Year | 2012 |
Place of Publication | Lahore, Pakistan |
ISBN | 9789698858117 |
Web Address (URL) of Paper | https://old.isoss.net/downloads/Prociccs12.pdf |
Web Address (URL) of Conference Proceedings | https://isoss.net/organization-2/ |
Conference/Event | 12th Islamic Countries Conference on Statistical Sciences |
Event Details | 12th Islamic Countries Conference on Statistical Sciences Parent Islamic Countries Conference on Statistical Sciences (ICCS) Delivery In person Event Date 19 to end of 22 Dec 2012 Event Location Doha, Qatar |
Abstract | It is well known that in the presence of errors-in-variable the ordinary least squares (OLS) estimator of the parameters of the regression model is inappropriate. This is true even if the ratio of error variances is known. Wald's grouping method could deal with such problem but it lacks efficiency and is subject to identifiability problem. The main aim of the paper is to introduce a reflection based grouping method to improve the efficiency of the Wald's estimator under flexible assumption on the ratio of error variances. We compare the relative performance of the proposed reflection grouping (RG) estimator with the OLS, ML, Wald's and Geary's estimators by simulation studies under various conditions. The simulation results show that the RG estimator is more consistent and efficient than the other estimators. |
Keywords | linear regression models; measurement error; reflection of points; ratio of error variances; method of cumulants; instrumental variable; method of moments |
ANZSRC Field of Research 2020 | 490501. Applied statistics |
490411. Real and complex functions (incl. several variables) | |
490103. Calculus of variations, mathematical aspects of systems theory and control theory | |
Byline Affiliations | Department of Mathematics and Computing |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q21x3/slope-estimator-for-the-linear-error-in-variables-model
Download files
Published Version
Saqr_Khan_ICCS2012_2_PV.pdf | ||
License: CC BY-NC 4.0 | ||
File access level: Anyone |
Other Documentation
ICCS2012.pdf | ||
File access level: Anyone |
1802
total views1134
total downloads3
views this month1
downloads this month