Measurement error correction methods in the linear regression model with application /
طرق تصحيح أخطاء القياس فى نموذج الانحدار الخطى مع التطبيق
Najat Ali Abdassalam Idhiema ; Supervised Amany Mousa Mohamed , Naglaa Abdelmoniem Morad
- Cairo : Najat Ali Abdassalam Idhiema , 2012
- 64Leaves : charts ; 30cm
Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
In the case of simple linear regression when the independent variable contains measurement error the estimator of the regression parameter will be inconsistent. Several correction methods are available in the literature. Among them are the instrumental variable method and the simulation extrapolation method. Feldstein (1974) presented a weighted average estimator of the least squares estimator and the instrumental variable estimator
Measurement error Simple linear regression Simulation extrapolation estimator