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    题名: On the polynomial structural relationship
    作者: 黃逸輝;Huang, Steve Y. H.;Huwang, Longcheen
    贡献者: 淡江大學數學學系
    关键词: Mean squared error;measurement error;polynomial regression;weighted least squares
    日期: 2001-09-01
    上传时间: 2010-01-28
    出版者: Statistical Society of Canada
    摘要: In estimating a linear measurement error model, extra information is generally needed to identify the model. Here the authors show that the polynomial structural model with errors in the endogenous and exogenous variables can be identified without any extra information if the degree is greater than one. They also show that a weighted least squares approach for the estimation of the parameters in the model leads to the same estimates as the solutions of a system of estimating equations.
    關聯: Canadian Journal of Statistics 29(3), pp.495-512
    DOI: 10.2307/3316043
    显示于类别:[數學學系暨研究所] 期刊論文


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