A small sample estimator for a polynomial regression with errors in the variables

Chi‐Lun Cheng, Hans Schneeweiss and Markus Thamerus

Journal of the Royal Statistical Society Series B, 2000, vol. 62, issue 4, 699-709

Abstract: An adjusted least squares estimator, introduced by Cheng and Schneeweiss for consistently estimating a polynomial regression of any degree with errors in the variables, is modified such that it shows good results in small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.

Date: 2000
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