The two-dimensional linear relation in the errors-in-variables model with replication of one variable
Anna Czapkiewicz; Antoni Dawidowicz
Applicationes Mathematicae (2000)
- Volume: 27, Issue: 3, page 335-342
- ISSN: 1233-7234
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topCzapkiewicz, Anna, and Dawidowicz, Antoni. "The two-dimensional linear relation in the errors-in-variables model with replication of one variable." Applicationes Mathematicae 27.3 (2000): 335-342. <http://eudml.org/doc/219277>.
@article{Czapkiewicz2000,
abstract = {We present a two-dimensional linear regression model where both variables are subject to error. We discuss a model where one variable of each pair of observables is repeated. We suggest two methods to construct consistent estimators: the maximum likelihood method and the method which applies variance components theory. We study asymptotic properties of these estimators. We prove that the asymptotic variances of the estimators of regression slopes for both methods are comparable.},
author = {Czapkiewicz, Anna, Dawidowicz, Antoni},
journal = {Applicationes Mathematicae},
keywords = {consistent estimator; linear regression},
language = {eng},
number = {3},
pages = {335-342},
title = {The two-dimensional linear relation in the errors-in-variables model with replication of one variable},
url = {http://eudml.org/doc/219277},
volume = {27},
year = {2000},
}
TY - JOUR
AU - Czapkiewicz, Anna
AU - Dawidowicz, Antoni
TI - The two-dimensional linear relation in the errors-in-variables model with replication of one variable
JO - Applicationes Mathematicae
PY - 2000
VL - 27
IS - 3
SP - 335
EP - 342
AB - We present a two-dimensional linear regression model where both variables are subject to error. We discuss a model where one variable of each pair of observables is repeated. We suggest two methods to construct consistent estimators: the maximum likelihood method and the method which applies variance components theory. We study asymptotic properties of these estimators. We prove that the asymptotic variances of the estimators of regression slopes for both methods are comparable.
LA - eng
KW - consistent estimator; linear regression
UR - http://eudml.org/doc/219277
ER -
References
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