A generalized maximum entropy estimator to simple linear measurement error model with a composite indicator

作者：Carpita Maurizio^*; Ciavolino Enrico

来源：Advances in Data Analysis and Classification, 2017, 11(1): 139-158.

DOI：10.1007/s11634-016-0237-y

• Simple linear measurement error model
• Generalized maximum entropy
• Composite indicator
• Global innovation index
• Manager performance

We extend the simple linear measurement error model through the inclusion of a composite indicator by using the generalized maximum entropy estimator. A Monte Carlo simulation study is proposed for comparing the performances of the proposed estimator to his counterpart the ordinary least squares "Adjusted for attenuation". The two estimators are compared in term of correlation with the true latent variable, standard error and root mean of squared error. Two illustrative case studies are reported in order to discuss the results obtained on the real data set, and relate them to the conclusions drawn via simulation study.

• 出版日期2017-3