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Registro Completo |
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Biblioteca(s): |
Embrapa Mandioca e Fruticultura. |
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Data corrente: |
21/08/2000 |
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Data da última atualização: |
21/08/2000 |
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Autoria: |
LEVI, M. D. |
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Afiliação: |
The University of British Columbia, Vancouver, Canada. |
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Título: |
Measurement erros and bounded ols estimates. |
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Ano de publicação: |
1977 |
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Fonte/Imprenta: |
Journal of Econometrics, v.6, p.165-171, 1977. |
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Idioma: |
Inglês |
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Conteúdo: |
In a multiple linear regression with one mismeasured independent variable, all coefficients are asymptotically biased. It is shown how in ols, an examination of the sign of the cofactors of the variance-covariance matrix of measured values can used to obtain large sample bounds on the coeficients. The method involves forward regression and regression on the mismeasured variable. Boounds are generally obtained on the coefficient of the mismeasured variable and often obtained on the remaining ocoefficients with no knowledge of the size of the measurement error. |
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Categoria do assunto: |
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Marc: |
LEADER 00877naa a2200121 a 4500
001 1649393
005 2000-08-21
008 1977 bl --- 0-- u #d
100 1 $aLEVI, M. D.
245 $aMeasurement erros and bounded ols estimates.
260 $c1977
520 $aIn a multiple linear regression with one mismeasured independent variable, all coefficients are asymptotically biased. It is shown how in ols, an examination of the sign of the cofactors of the variance-covariance matrix of measured values can used to obtain large sample bounds on the coeficients. The method involves forward regression and regression on the mismeasured variable. Boounds are generally obtained on the coefficient of the mismeasured variable and often obtained on the remaining ocoefficients with no knowledge of the size of the measurement error.
773 $tJournal of Econometrics$gv.6, p.165-171, 1977.
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Embrapa Mandioca e Fruticultura (CNPMF) |
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