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Method of moments estimation in linear regression with errors in both variables

Gillard, Jonathan William 2014. Method of moments estimation in linear regression with errors in both variables. Communications in Statistics: Theory and Methods 43 (15) , pp. 3208-3222. 10.1080/03610926.2012.698785

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Abstract

Recently, in this journal, there has been revised attention on estimating the parameters of the errors in variables, linear structural model. For example, O’Driscoll and Ramirez (2011) used a geometric approach to give insight into the performance of various slope estimators for the linear structural model as introduced by the present author. This article aims to provide a unified method of moments approach for estimating the parameters in the linear structural model, concentrating attention on estimators using the higher moments, which to date has received only little attention in the literature.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Taylor & Francis
Last Modified: 08 Mar 2019 08:27
URI: http://orca.cf.ac.uk/id/eprint/71432

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  • Method of moments estimation in linear regression with errors in both variables. (deposited 16 Mar 2015 15:52) [Currently Displayed]

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