Rectangular regression for an errors-in-variables model

被引：1
|
作者：
Ryu, HK [1 ]
机构：
[1] Chung Ang Univ, Dept Econ, Seoul 156756, South Korea
来源：
ECONOMICS LETTERS | 2004年 / 83卷 / 01期
关键词：
rectangular regression; orthogonal regression; errors-in-variables model;
D O I：
10.1016/j.econlet.2003.10.011
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
For a two variable relationship, the least squares estimator will be biased if the independent variable is measured with error. By minimizing the combined sum of squared distances, MinSigma(i=1)(n)[Deltax(i)(2) + Deltay(i)(2)], it can be shown that the rectangular regression estimators are consistent under certain conditions. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：129 / 135
页数：7
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