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Combining Information on Measurement Error in the Errors-in-Variables Model

 

作者: DanielW. Schafer,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1986)
卷期: Volume 81, issue 393  

页码: 181-185

 

ISSN:0162-1459

 

年代: 1986

 

DOI:10.1080/01621459.1986.10478257

 

出版商: Taylor & Francis Group

 

关键词: Correction for attenuation;Instrumental variable;Functional model

 

数据来源: Taylor

 

摘要:

For the regression model in which an explanatory variable contains measurement error, the instrumental variable and the correction for attenuation estimators of slope are considered. Although each requires extra information that is rarely available in ideal form, examinations of asymptotic variances and simulation results suggest that the correction for attenuation performs as well as a fairly strong instrumental variable when the measurement errors are not too large, and this is often true even when the extra information acquired is rough. For larger measurement errors the correction method is of less value. Whenever both kinds of information are available, an estimator with smaller variance is possible by taking a weighted average of the two.

 

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