Estimating the slope in measurement error models--a different perspective
Motivated by a statistical model for the structural line segment relationship developed for computer vision applications we derive an estimator for the slope of a regression line in univariate measurement error models. We show that under the typical side conditions, this estimator coincides, in most cases, with the maximum likelihood estimator for the normal structural model. Its large sample properties are derived.
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Article provided by Elsevier in its journal Statistics & Probability Letters
Volume (Year): 71 (2005)Handle:
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Related researchKeywords: Line-segment structural relationship Measurement error Method of moments Regression slope
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- Davidov, Ori & Griskin, Vladimir, 2008.
"A note on constrained estimation in the simple linear measurement error model,"
Statistics & Probability Letters,
Elsevier, vol. 78(5), pages 508-517, April.
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