In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...

There are three major points to this article: 1. Measurement error causes biases in regression fits. The line one would obtain if one could accurately measure exposure to environmental lead media will differ in important ways when one measures exposure with error. 2. The effects of measurement...

We describe methods for estimating the regression function nonparametrically and for estimating the variance components in a simple variance component model which is sometimes used for repeated measures data or data with a simple clustered structure. We consider a number of different ways of...

For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional cross-validation, particularly in cases where the latter one is not well defined. To justify the use of the new proposal we show that under some conditions, both criteria share...

In diesem Beitrag wird eine Regressionsanalyse vorgestellt, die die Einflüsse auf die Entscheidung verheirateter deutscher Frauen untersucht, eine Erwerbstätigkeit aufzunehmen. Um Differenzen im Verhalten von ost- und westdeutschen Frauen zu ermitteln, erfolgte die Untersuchung getrennt in...

In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...

This is the first chapter of a graduate text entitled Topics in Microeconomics. It covers the basics of monopoly theory. Most of the material is kept at an intermediate level to serve as a bridge between the intermediate level training and the graduate level focus of the book. However, some...

In parametric regression problems, estimation of the parameter of interest is typically achieved via the solution of a set of unbiased estimating equations. We are interested in problems where in addition to this parameter, the estimating equations consist of an unknown nuisance function which...

Recently, the Bundesbank claimed that monetary targeting has become considerably more diffcult by the increased volatility of short-term money growth. The present paper investigates the impact of German money growth volatility on income velocity and money demand in view of Friedman's money...