Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information

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ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (268 download)

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Book Synopsis Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information by : Lung-Fei Lee

Download or read book Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Strategy for Parameter Estimation in the Nonlinear Errors in Variables Model

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ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (572 download)

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Book Synopsis A Strategy for Parameter Estimation in the Nonlinear Errors in Variables Model by : Daniela Elena Cojocaru

Download or read book A Strategy for Parameter Estimation in the Nonlinear Errors in Variables Model written by Daniela Elena Cojocaru and published by . This book was released on 2004 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation for the Nonlinear Errors-in-variables Model

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ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.:/5 (517 download)

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Book Synopsis Estimation for the Nonlinear Errors-in-variables Model by : Yongming Qu

Download or read book Estimation for the Nonlinear Errors-in-variables Model written by Yongming Qu and published by . This book was released on 2002 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimation of the parameters of the functional nonlinear measurement error model is considered. A simulation bias adjusted (SIMBA) estimation procedure is presented. In the SIMBA procedure, internal Monte Carlo simulation based on the sample data is used to adjust a naive estimator, such as the ordinary least squares estimator, for bias. Let the measurement error variance [(Sigma symbol followed by superscript 2 over subscript un)] be a sequence depending on the sample size n, and assume [Sigma symbol followed by superscript 2 over subscript un] [right pointing arrow] 0 as n [right pointing arrow] [Infinity symbol]. Under some regularity conditions, the order in probability convergence rate for the SIMBA estimator is max [(Sigma symbol followed by superscript 4 over subscript un, n superscript -1/2)], while the order in probability convergence rate for the ordinary least squares estimator is max [(Sigma symbol followed by superscript 2 over subscript un, n superscript -1/2)]. Monte Carlo simulation is conducted to test the performance of SIMBA for four models: linear model, quadratic model, cosine model and logistic model. Monte Carlo simulation shows that the SIMBA estimation procedure outperforms or is comparable to methods such as simulation extrapolation, regression calibration and adjusted least squares. An example application of SIMBA estimation for the logistic regression model with errors in variables is given. In the example, the relation between minerals from dietary intake and the supplement use for people over 50 is studied. The data are from the two surveys: the Third National Health and Nutrition Examination Survey and the related Supplemental Nutrition Survey. One interesting result is that people whose dietary intake of minerals is high are more likely to take supplements.

Consistent Estimation for Some Nonlinear Errors-in-variables Models

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ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (187 download)

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Book Synopsis Consistent Estimation for Some Nonlinear Errors-in-variables Models by : Cheng Hsiao

Download or read book Consistent Estimation for Some Nonlinear Errors-in-variables Models written by Cheng Hsiao and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models by : Whitney K. Newey

Download or read book Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models written by Whitney K. Newey and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear regression with measurement error is important for estimation from microeconomic data. One approach to identification and estimation is a causal model, where the unobserved true variable is predicted by observable variables. This paper is about estimation of such a model using simulated moments and a flexible disturbance distribution. An estimator of the asymptotic variance is given for parametric models. Also, a semiparametric consistency results is given. The value of the estimator is demonstrated in a Monte Carlo study and an application to estimating Engle Curves.

Measurement Error in Nonlinear Models

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Publisher : CRC Press
ISBN 13 : 1420010131
Total Pages : 484 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Measurement Error in Nonlinear Models by : Raymond J. Carroll

Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 2006-06-21 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex

Estimation of Nonlinear Errors-in-variables Models

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ISBN 13 :
Total Pages : 8 pages
Book Rating : 4.:/5 (17 download)

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Book Synopsis Estimation of Nonlinear Errors-in-variables Models by : Kirk M. Wolter

Download or read book Estimation of Nonlinear Errors-in-variables Models written by Kirk M. Wolter and published by . This book was released on 2002 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: An estimator is presented for the coefficients of the quadratic functional relationship. The estimator is show to be asymptotically normally distributed as the sample size increases.

Estimators for the Nonlinear Errors-in-variables Model

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ISBN 13 :
Total Pages : 388 pages
Book Rating : 4.:/5 (169 download)

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Book Synopsis Estimators for the Nonlinear Errors-in-variables Model by : Daniel J. Schnell

Download or read book Estimators for the Nonlinear Errors-in-variables Model written by Daniel J. Schnell and published by . This book was released on 1987 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (268 download)

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Book Synopsis Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information by : Lung-Fei Lee

Download or read book Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation of Nonlinear Errors-in-variables Models

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Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (791 download)

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Book Synopsis Estimation of Nonlinear Errors-in-variables Models by : Cheng Hsiao

Download or read book Estimation of Nonlinear Errors-in-variables Models written by Cheng Hsiao and published by . This book was released on 1996 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Measurement Error in Nonlinear Models

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Publisher : CRC Press
ISBN 13 : 9780412047213
Total Pages : 334 pages
Book Rating : 4.0/5 (472 download)

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Book Synopsis Measurement Error in Nonlinear Models by : Raymond J. Carroll

Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 1995-07-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph provides an up-to-date discussion of analysis strategies for regression problems in which predictor variables are measured with errors. The analysis of nonlinear regression models includes generalized linear models, transform-both-sides models and quasilikelihood and variance function problems. The text concentrates on the general ideas and strategies of estimation and inference rather than being concerned with a specific problem. Measurement error occurs in many fields, such as biometry, epidemiology and economics. In particular, the book contains a large number of epidemiological examples. An outline of strategies for handling progressively more difficult problems is also provided.

A Simulated Semiparametric Estimation of Nonlinear Errors-in-variables Models

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ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (843 download)

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Book Synopsis A Simulated Semiparametric Estimation of Nonlinear Errors-in-variables Models by : Liqun Wang

Download or read book A Simulated Semiparametric Estimation of Nonlinear Errors-in-variables Models written by Liqun Wang and published by . This book was released on 1996 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Estimation in Nonlinear Regression with Covariate Measurement Error

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ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Parameter Estimation in Nonlinear Regression with Covariate Measurement Error by : Mary Margaret Dowling

Download or read book Parameter Estimation in Nonlinear Regression with Covariate Measurement Error written by Mary Margaret Dowling and published by . This book was released on 1991 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Measurement Error Models

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Publisher : John Wiley & Sons
ISBN 13 : 0470317337
Total Pages : 474 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Measurement Error Models by : Wayne A. Fuller

Download or read book Measurement Error Models written by Wayne A. Fuller and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The effort of Professor Fuller is commendable . . . [the book] provides a complete treatment of an important and frequently ignored topic. Those who work with measurement error models will find it valuable. It is the fundamental book on the subject, and statisticians will benefit from adding this book to their collection or to university or departmental libraries." -Biometrics "Given the large and diverse literature on measurement error/errors-in-variables problems, Fuller's book is most welcome. Anyone with an interest in the subject should certainly have this book." -Journal of the American Statistical Association "The author is to be commended for providing a complete presentation of a very important topic. Statisticians working with measurement error problems will benefit from adding this book to their collection." -Technometrics " . . . this book is a remarkable achievement and the product of impressive top-grade scholarly work." -Journal of Applied Econometrics Measurement Error Models offers coverage of estimation for situations where the model variables are observed subject to measurement error. Regression models are included with errors in the variables, latent variable models, and factor models. Results from several areas of application are discussed, including recent results for nonlinear models and for models with unequal variances. The estimation of true values for the fixed model, prediction of true values under the random model, model checks, and the analysis of residuals are addressed, and in addition, procedures are illustrated with data drawn from nearly twenty real data sets.

Two-stage Instrumental Variable Estimators for the Nonlinear Errors-in-variables Model

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ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Two-stage Instrumental Variable Estimators for the Nonlinear Errors-in-variables Model by : Y. Amemiya

Download or read book Two-stage Instrumental Variable Estimators for the Nonlinear Errors-in-variables Model written by Y. Amemiya and published by . This book was released on 1988 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method by : Cheng Hsiao

Download or read book Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method written by Cheng Hsiao and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article proposes a simulation approach to obtain least-squares or generalized least-squares estimators of structural nonlinear errors-in-variables models. The proposed estimators are computationally attractive because they do not need numerical integration nor huge numbers of simulations per observable. In addition, the asymptotic covariance matrix of the estimator has a simple decomposition that may be used to guide selection of appropriate simulation sizes. The method is also useful for models with missing data or imperfect surrogate covariates, where application of conventional least-squares and maximum-likelihood methods is restricted by numerical multidimensional integrations.

Statistical Adjustment of Data

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ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Statistical Adjustment of Data by : William Edwards Deming

Download or read book Statistical Adjustment of Data written by William Edwards Deming and published by . This book was released on 1964 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to basic concepts of statistics, curve fitting, least squares solution, conditions without parameter, conditions containing parameters. 26 exercises worked out.