Errors in variables: consistent adjusted least squares (cals) estimation
Errors in variables: consistent adjusted least squares (cals) estimation
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DOI：
10.1080/03610928408828797
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发表时间：
1984
影响因子：
0.8
通讯作者：
A. Kapteyn;T. Wansbeek
中科院分区：
文献类型：
--
作者：
A. Kapteyn;T. Wansbeek
考虑了单方程变量误差模型。假设对模型中参数的精确限制是可用的，以便模型是刚被识别的。给出了该模型的一致调整最小二乘估计，并给出了其渐近分布。文中还给出了一些特例作为说明。CALS与结构解释下的矩量法(MM)和最大似然法(ML)是一致的。在功能解释下，在后一种方法一致的情况下，它与ML相同。
A single equation errors-in-variables model is considered. Exact restrictions on the parameters in the model are assumed to be available such that the model is just-identified. A Consistent Adjusted Least Squares (CALS) estimator for this model is proposed and its asymptotic distribution is given. Special cases are given as illustrations. CALS is identical to the Method of Moments (MM), and to Maximum Likelihood (ML) under the structural interpretation. Under the functional interpretation it is identical to ML in cases where the latter method is consistent.