Some Recent Advances in Measurement Error Models and Methods

Schneeweiß, Hans und Augustin, Thomas (2005): Some Recent Advances in Measurement Error Models and Methods. Sonderforschungsbereich 386, Discussion Paper 452

Abstract

A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to reduce, this bias, and the relative efficiency and robustness of these methods have been compared. The paper gives an account of these endeavors. In another context, when data are of a categorical nature, classification errors play a similar role as measurement errors in continuous data. The paper also reviews some recent advances in this field.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch