科研之友
微信
新浪微博
Facebook
分享链接
摘要
We consider a structural linear regression model with measurement errors. A new parametrization is proposed in which the expectation of the response variable plays the role of a new parameter instead of the intercept. This enables us to form three groups of asymptotically independent estimators in the case where the ratio of variances measurement errors is known and two groups of this kind in the case where variance of the measurement error is known for the regressor. In this case, it is not assumed that the errors and the latent variable are normally distributed.
- 出版日期2017-4
