A Note on an ‘Errors in Variables’ Model
作者:
Tony Lancaster,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 313
页码: 128-135
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10502013
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
We consider an errors in variables model in which the ‘true’ part of the determining variable is generated by a simple forecasting mechanism. It is shown that the Least Squares errors in variables bias can be interpreted in terms of the parameters of the forecasting mechanism; and that the ‘standard’ result for this bias may no longer hold in this situation. An empirical illustration of the results is given.
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