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Measurement error in a single regressor

Erik Meijer and T. Wansbeek
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T. Wansbeek: Groningen University

No 00F14, Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management)

Abstract: For the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves.

Date: 2000
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Citations: View citations in EconPapers (12)

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