Statistical inference in EV linear model

Chunxiu Zhang, Ping Yu and Xiaofeng Wang

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 2, 346-363

Abstract: Regression calibration estimation procedure is proposed in linear errors-in-variables regression model when the measurement error follows a normal distribution. The improvement is made feasible by the Tweedie’s formula. Large sample properties, including the weak consistency and the asymptotic normality are established under some mild conditions. Simulation studies are conducted to evaluate the finite sample performances via comparing with existing estimation methods.

Date: 2023
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DOI: 10.1080/03610926.2021.1914096

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