ersöz, taner karabük üniversitesi - aktüerya ve risk yönetimi bölümü, KARABÜK, turkey , toktamiş, öniz hacettepe üniversitesi - istatistik bölümü, ANKARA, turkey

If Explanatory Variable Includes Error of Measurement Investigation of Regression Models

28354

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.

90

Measurement Errors , Error in Explanatory Variable , Estimation of Parameters , Two Grouping Method , Three Grouping Method , Instrumental Variables Method

Erciyes University Journal Of The Institute Of Science an‎d Technology

108