A multivariate ultrastructural errors-in-variables model with equation error

Alexandre G. Patriota, Heleno Bolfarine and Reinaldo B. Arellano-Valle

Journal of Multivariate Analysis, 2011, vol. 102, issue 2, 386-392

Abstract: This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors. Sufficient conditions for attaining consistent estimators for model parameters are presented. Asymptotic distributions for the line regression estimators are derived. Applications to the elliptical class of distributions with two error assumptions are presented. The model generalizes previous results aimed at univariate scenarios.

Keywords: Asymptotic; property; Consistent; estimator; Measurement; error; Multivariate; regression (search for similar items in EconPapers)
Date: 2011
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