Communications for Statistical Applications and Methods

  • 제2권1호
  • /
  • Pages.1-12
  • /
  • 1995
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On Fitting Polynomial Measurement Error Models with Vector Predictor -When Interactions Exist among Predictors-

  • Myung-Sang Moon (Department of Statistics, Yonsei University, Wonju-Kun, Kangwon-Do, 222-701, KOREA.)
  • 발행 : 1995.04.01
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초록

An estimator of coefficients of polynomial measurement error model with vector predictor and first-order interaction terms is derived using Hermite polynomial. Asymptotic normality of estimator is provided and some simulation study is performed to compare the small sample properties of derived estimator with those of OLS estimator.

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참고문헌

  1. Journal of the Royal Statistical Society, Series B v.47 On the Polynomial Functional Relationship Chan,L.K.;Mak,T.K.
  2. IMSL User's Manual IMSL Inc.
  3. Journal of the Korean Statistical Society v.23 no.1 Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances Moon,M.S.;Gunst,R.F.
  4. Computational Statistics and Data Analysis v.19 Polynomial Measurement Error Modeling Moon,M.S.;Gunst,R.F.
  5. Biometrika v.72 The Effects of Measurement Error on Parameter Estimation Stefanski,L.
  6. Communications in Statistics-Theory and Methods v.18 Unbiased Estimation of a Nonlinear Function of a Normal Mean with Application to Measurement Error Models Stefanski,L.
  7. Biometrika v.69 Estimation of the Quadratic Errors-in-variables Model Wolter,K.M.;Fuller,W.A.