Author/Authors
ersöz, taner karabük üniversitesi - aktüerya ve risk yönetimi bölümü, KARABÜK, turkey , toktamiş, öniz hacettepe üniversitesi - istatistik bölümü, ANKARA, turkey
Title Of Article
If Explanatory Variable Includes Error of Measurement Investigation of Regression Models
شماره ركورد
28354
Abstract
It s assumed that in the classical linear regression model, explanatory variable doesn t include error of measurement. If exp1anatory variable includes error of measurement then the regression model is called error-in-variables model. Where there is measurement error in variables, the well-known assumption of classical regression model that the disturbance term uncorrelated with the explanatory variable will not hold. As a result of this, parameter estimation with Ordinary Least Squares will give baised and inconsistent estimates. In this study, used for obtaining error-in-variables model to get parameter estimations are compiled and an application is carried and on this subject.
From Page
90
NaturalLanguageKeyword
Measurement Errors , Error in Explanatory Variable , Estimation of Parameters , Two Grouping Method , Three Grouping Method , Instrumental Variables Method
JournalTitle
Erciyes University Journal Of The Institute Of Science and Technology
To Page
108
JournalTitle
Erciyes University Journal Of The Institute Of Science and Technology
Link To Document