Consistent estimation of coefficients in measurement error models with replicated observations

For the estimation of coefficients in a measurement error model, the least squares method utilizing original observations and averaged observations over replications provides inconsistent estimators. Based on these, consistent estimators are formulated and asymptotic properties are analyzed.

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Year of publication:	2003
Authors:	Shalabh
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 86.2003, 2, p. 227-241
Publisher:	Elsevier
Keywords:	Ultrastructural model Measurement errors Replicated observations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153081