On estimation of parameters in the bivariate linear errors-in-variables model
Applicationes Mathematicae, Tome 25 (1999) no. 4, pp. 401-410
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
DOI :
10.4064/am-25-4-401-410
Keywords:
regression line, variance component, simulation study, maximum likelihood method, estimator, replication model
Affiliations des auteurs :
Anna Czapkiewicz 1
@article{10_4064_am_25_4_401_410,
author = {Anna Czapkiewicz},
title = {On estimation of parameters in the bivariate linear errors-in-variables model},
journal = {Applicationes Mathematicae},
pages = {401--410},
year = {1999},
volume = {25},
number = {4},
doi = {10.4064/am-25-4-401-410},
zbl = {0992.62061},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-4-401-410/}
}
TY - JOUR AU - Anna Czapkiewicz TI - On estimation of parameters in the bivariate linear errors-in-variables model JO - Applicationes Mathematicae PY - 1999 SP - 401 EP - 410 VL - 25 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-25-4-401-410/ DO - 10.4064/am-25-4-401-410 LA - en ID - 10_4064_am_25_4_401_410 ER -
%0 Journal Article %A Anna Czapkiewicz %T On estimation of parameters in the bivariate linear errors-in-variables model %J Applicationes Mathematicae %D 1999 %P 401-410 %V 25 %N 4 %U http://geodesic.mathdoc.fr/articles/10.4064/am-25-4-401-410/ %R 10.4064/am-25-4-401-410 %G en %F 10_4064_am_25_4_401_410
Anna Czapkiewicz. On estimation of parameters in the bivariate linear errors-in-variables model. Applicationes Mathematicae, Tome 25 (1999) no. 4, pp. 401-410. doi: 10.4064/am-25-4-401-410
Cité par Sources :