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Details for article 4 of 9 found articles
| Title: |
Errors in variables: consistent adjusted least squares (cals) estimation |
| Author: |
Kapteyn, Arie Wansbeek, Tom |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 13 (1984) nr. 15 pages 1811-1837 |
| Year: |
1984 |
| Contents: |
A single equation errors-in-variables model is considered. Exact restrictions on the parameters in the model are assumed to be available such that the model is just-identified. A Consistent Adjusted Least Squares (CALS) estimator for this model is proposed and its asymptotic distribution is given. Special cases are given as illustrations. CALS is identical to the Method of Moments (MM), and to Maximum Likelihood (ML) under the structural interpretation. Under the functional interpretation it is identical to ML in cases where the latter method is consistent. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 9 found articles
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