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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