IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v1y1971i2p232-255.html
   My bibliography  Save this article

Estimating structural and functional relationships

Author

Listed:
  • Moran, P. A. P.

Abstract

This paper surveys the problem of estimating a linear relationship between variables which are observed with error. These are either fixed variables (functional relationship) or random variables (structural relationship). After considering various conditions for identifiability, estimation methods are surveyed in various cases when additional information is available, including Wald's method, the use of instrumental variates, and the case of more than two variables. The paper concludes with a list of unsolved problems.

Suggested Citation

  • Moran, P. A. P., 1971. "Estimating structural and functional relationships," Journal of Multivariate Analysis, Elsevier, vol. 1(2), pages 232-255, June.
    • Handle: RePEc:eee:jmvana:v:1:y:1971:i:2:p:232-255
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(71)90013-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
    2. Tak Mak & Fassil Nebebe, 2009. "Numerical approximation of conditional asymptotic variances using Monte Carlo simulation," Computational Statistics, Springer, vol. 24(2), pages 333-344, May.
    3. Kamal C. Chanda, 1995. "Large Sample Analysis Of Autoregressive Moving‐Average Models With Errors In Variables," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(1), pages 1-15, January.
    4. Correndo, Adrian A. & Hefley, Trevor J. & Holzworth, Dean P. & Ciampitti, Ignacio A., 2021. "Revisiting linear regression to test agreement in continuous predicted-observed datasets," Agricultural Systems, Elsevier, vol. 192(C).
    5. J. Healy, 1979. "On kristof's test for a linear relation between true scores of two measures," Psychometrika, Springer;The Psychometric Society, vol. 44(2), pages 235-238, June.
    6. Shalabh, 1998. "Improved Estimation in Measurement Error Models Through Stein Rule Procedure," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 35-48, October.
    7. A. Ronner & A. Steerneman, 1985. "The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 32(1), pages 97-107, December.
    8. R. Ketellapper & A. Ronner, 1984. "Are robust estimation methods useful in the structural errors-in-variables model?," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 33-41, December.
    9. Li, Junbao & Shi, Zhanzhong & He, Chengying & Lv, Chengshuang, 2023. "Peer effects on corporate R&D investment policies: A spatial panel model approach," Journal of Business Research, Elsevier, vol. 158(C).
    10. Willasen, Y., 1998. "Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach," Memorandum 06/1998, Oslo University, Department of Economics.
    11. Longcheen Huwang & Y. Steve Huang & Yi-Hua Tina Wang, 2009. "Uniformly robust tests in errors-in-variables models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 789-810, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:1:y:1971:i:2:p:232-255. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.