Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors

Aman Ullah, Shalabh and Debasri Mukherjee ()
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Shalabh: Department of Statistics, Panjab University

Annals of Economics and Finance, 2001, vol. 2, issue 1, 249-264

Abstract: In this paper we consider a weighted harmonic mean of two inconsistent estimators to propose a new estimator of the coefficient of a linear regression model with measurement errors. The proposed estimator is simple and it does not depend on any unknown quantity. The approximate bias and MSE of the estimator are derived. Further, an empirical application is also presented.

Keywords: Measurement Error; Replicated data; Nonnormal erros; Estimation (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:cuf:journl:y:2001:v:2:i:1:p:249-264

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