Journal Published Online: 16 December 2008
Volume 37, Issue 2

A Simple Estimator of Errors-in-Variables Model Using Instrumental Errors Ratio

CODEN: JTEVAB

Abstract

This paper proposes a new estimator of regression coefficient in a linear model when both variables are observed with errors. Unlike previous estimators, the new estimator fully utilizes instrumental errors ratio (k) available to the experimental researcher. When compared to other estimators, our estimator is easy to use and provides an estimate with less bias. It is also a generalization of existing methods when k takes different values.

Author Information

Wang, Tuo
Kent State University, Kent, OH
Wang, Wenzhou
Xihua University, Chengdu, China
Pages: 6
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Details
Stock #: JTE102140
ISSN: 0090-3973
DOI: 10.1520/JTE102140