Abstract

Regression calibration estimation procedure is proposed in linear errors-in-variables regression model when the measurement error follows a normal distribution. The improvement is made feasible by the Tweedie’s formula. Large sample properties, including the weak consistency and the asymptotic normality are established under some mild conditions. Simulation studies are conducted to evaluate the finite sample performances via comparing with existing estimation methods.

中文翻译：

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EV 线性模型中的统计推断

摘要

当测量误差服从正态分布时，在变量线性误差回归模型中提出了回归校准估计程序。Tweedie 公式使改进变得可行。在一些温和的条件下建立了大样本性质，包括弱一致性和渐近正态性。通过与现有估计方法的比较，进行了模拟研究以评估有限样本性能。