Estimating A Polynomial Regression With Measurement Errors In The Structural And In The Functional Case - A Comparison

@inproceedings{Schneeweiss2000EstimatingAP,
  title={Estimating A Polynomial Regression With Measurement Errors In The Structural And In The Functional Case - A Comparison},
  author={Hans Schneeweiss and Thomas Nittner},
  year={2000}
}
Two methods of estimating the parameters of a polynomial regression with measurement errors in the regressor variable are compared to each other with respect to their relative efficiency and robustness. One of the two estimators (SLS) is valid for the structural variant of the model and uses the assumption that the true regressor variable is normally distributed, while the other one (ALS and also its small sample modification MALS) does not need any assumption on the regressor distribution. SLS… CONTINUE READING