Measurement error in a single regressor
AbstractFor the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 69 (2000)
Issue (Month): 3 (December)
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