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Bias of the quasi score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - 2003

In a structural error model the structural quasi score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician...

Persistent link: https://www.econbiz.de/10010266234

Theory and Methods - The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error

Cheng, Chi-Lun; Tsai, Chih-Ling - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 805-809

Persistent link: https://www.econbiz.de/10006608853

A small sample estimator for a polynomial regression with errors in the variables

Cheng, Chi-Lun; Schneeweiss, Hans; Thamerus, Markus - In: Journal of the Royal Statistical Society Series B 62 (2000) 4, pp. 699-709

Persistent link: https://www.econbiz.de/10005658788

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Cheng, Chi-Lun; Kukush, Alexander - In: Metrika 64 (2006) 1, pp. 41-46

Persistent link: https://www.econbiz.de/10005756469

Total Least Squares and Errors-in-variables Modeling

Van Huffel, Sabine; Cheng, Chi-Lun; Mastronardi, Nicola; … - In: Computational Statistics & Data Analysis 52 (2007) 2, pp. 1076-1079

Persistent link: https://www.econbiz.de/10005130936

Robust linear regression via bounded influence M-estimators

Cheng, Chi-Lun - In: Journal of Multivariate Analysis 40 (1992) 1, pp. 158-171

We investigate optimal bounded influence M-estimators in the general normal regression model with respect to different sensitivities. As a result, we answer some open questions in F. R. Hampel et al. (Robust Statistics, Chap. 6, Wiley, New York). Moreover, we examine the relationship among...

Persistent link: https://www.econbiz.de/10005152900

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - In: Journal of Multivariate Analysis 97 (2006) 2, pp. 455-473

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the...

Persistent link: https://www.econbiz.de/10005160383

The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error

Cheng, Chi-Lun; Tsai, Chih-Ling - In: Journal of the American Statistical Association 99 (2004) 1, pp. 805-809

Persistent link: https://www.econbiz.de/10005170958

On the bias of structural estimation methods in a polynomial regression with measurement error when the distribution of the latent covariate is misspecidied

Schneeweiß, Hans; Cheng, Chi-Lun; Wolf, Roland - In: Contributions to modern econometrics : from data …, (pp. 209-222). 2002

Persistent link: https://www.econbiz.de/10001905308

The invariance of some score tests in the linear model with classical measurement error

Cheng, Chi-lun; Tsai, Chih-ling - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 805-809

Persistent link: https://www.econbiz.de/10002242306