ALTERNATIVE COVARIANCE ESTIMATES IN A REPLICATED MEASUREMENT ERROR MODEL WITH CORRELATED, HETEROSCEDASTIC ERRORS

被引：4

作者：

WANG, CY ^{[1
]}

机构：

[1] TEXAS A&M UNIV SYST,DEPT STAT,COLL STN,TX 77843

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 07期

基金：

美国国家卫生研究院;

关键词：

ASYMPTOTICS; COVARIANCE ESTIMATION; HETEROSCEDASTICITY; MEASUREMENT ERROR; RELATIVE EFFICIENCY;

D O I：

10.1080/03610929308831118

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The article concerns covariance estimates in a replicated measurement error model with correlated, heteroscedastic errors. Freedman has conjectured that using more of the data will improve estimates of covariance matrices and result in a more efficient estimate of the coefficient of the regression model. The paper confirms the conjecture asymptotically for the case that all random variables are normally distributed, but the gain is not substantial.

引用

下载

页码：1819 / 1828

页数：10

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