Estimation of linear errors-in-variable models with error free covariates: a backfitting approach
- Authors: MUGGEO VM
- Publication year: 2008
- Type: eedings
- Key words: meaurement error, errors in variables models, backfitting
- OA Link: http://hdl.handle.net/10447/38504
Abstract
We present a backfitting algorithm to estimate linear regression mod- els having both error-prone and error-free covariates as predictors. The algorithm assumes that the variance-ratios are known, and it is particulary efficient when several explanatory variables are included. The resulting estimators are shown to be unbiased and to perform well as compared to method-of-moments estimators which are usually employed when the variance ratio is known.