Slope estimation in structural line-segment heteroscedastic measurement error models.
Slope estimation in structural line-segment heteroscedastic measurement error models.
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DOI：
10.1002/sim.4030
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发表时间：
2010-11-10
影响因子：
2
通讯作者：
Hsieh, Fushing
中科院分区：
文献类型：
--
作者：
McAssey, Michael P.;Hsieh, Fushing
本文将结构测量误差模型的线段参数化扩展到两个变量的误差方差在所有观测值上都不是恒定的情况。在这些条件下，我们发展了斜率的矩量估计方法，并推导了它的渐近方差。我们进一步推导了基于样本数据在相当一般的设置斜率估计的可变性的准确估计。我们进行了仿真，验证了我们的结果，并证明当测量误差方差不小时，我们的估计比在不同模型下的估计更精确。最后，我们用涉及异方差测量误差的实际数据来说明我们的估计方法，并将其性能与早期模型进行比较。
This paper extends the line-segment parametrization of the structural measurement error model to situations in which the error variance on both variables is not constant over all observations. Under these conditions, we develop a method-of-moments estimate of the slope, and derive its asymptotic variance. We further derive an accurate estimator of the variability of the slope estimate based on sample data in a rather general setting. We perform simulations which validate our results and demonstrate that our estimates are more precise than estimates under a different model when the measurement error variance is not small. Lastly, we illustrate our estimation approach using real data involving heteroscedastic measurement error, and compare its performance to that of earlier models.
DOI：
10.1016/s0378-3758(02)00409-3
发表时间：
2004-01-15
影响因子：
0.9
作者：
Davidov, O;Goldenshluger, A
通讯作者：
Goldenshluger, A
影响因子：
2
作者：
Kulathinal, SB;Kuulasmaa, K;Gasbarra, D
通讯作者：
Gasbarra, D