Monotonicity of regression functions in structural measurement error models

Gene T. Hwang and Leonard A. Stefanski

Statistics & Probability Letters, 1994, vol. 20, issue 2, 113-116

Abstract: We study monotonicity properties of E(TX = x) when E(TU = u) is monotone and X = U + Z, where Z is independent of U and T. Sufficient conditions for monotonicity of E(TX = x) have been given by Efron (1965) and Lehmann (1966). We show that for a general class of heavy-tailed measurement-error densities E(TX = x) is not monotone.

Keywords: Functions; of; moderate; growth; Heavy-tailed; distributions; Measurement; error; Monotone; likelihood; ratio; Stochastic; ordering (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (2)

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