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Slope estimation in structural line-segment heteroscedastic measurement error models

This paper extends the line-segment parametrization of the structural measurement error model to situations in which the error variance on both variables is not constant over all observations. Under these conditions, we develop a method-of-moments estimate of the slope, and derive its asymptotic var...

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Detalhes bibliográficos
Main Authors: McAssey, Michael P., Hsieh, Fushing
Formato: Artigo
Idioma:Inglês
Publicado em: 2010
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2962777/
https://ncbi.nlm.nih.gov/pubmed/20799248
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sim.4030
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