IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v102y2011i2p264-280.html
   My bibliography  Save this article

Restricted estimation in multivariate measurement error regression model

Author

Listed:
  • Jain, Kanchan
  • Singh, Sukhbir
  • Sharma, Suresh

Abstract

We study a multivariate ultrastructural measurement error (MUME) model with more than one response variable. This model is a synthesis of multivariate functional and structural models. Three consistent estimators of regression coefficients, satisfying the exact linear restrictions have been proposed. Their asymptotic distributions are derived under the assumption of a non-normal measurement error and random error components. A simulation study is carried out to investigate the small sample properties of the estimators. The effect of departure from normality of the measurement errors on the estimators is assessed.

Suggested Citation

  • Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh, 2011. "Restricted estimation in multivariate measurement error regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 264-280, February.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:2:p:264-280
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(10)00191-0
    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.

    References listed on IDEAS

    as
    1. H. Schneeweiß, 1976. "Consistent estimation of a regression with errors in the variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 23(1), pages 101-115, December.
    2. Gleser, Leon Jay, 1993. "Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 113-121, May.
    3. Shalabh & Garg, Gaurav & Misra, Neeraj, 2007. "Restricted regression estimation in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1149-1166, October.
    4. Nguyen, Truc T., 1997. "A Note on Matrix Variate Normal Distribution," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 148-153, January.
    Full references (including those not matched with items on IDEAS)

    Citations

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


    Cited by:

    1. Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh, 2012. "Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 198-212.
    2. Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.
    3. Sévérien Nkurunziza, 2023. "On efficiency of some restricted estimators in a multivariate regression model," Statistical Papers, Springer, vol. 64(2), pages 617-642, April.
    4. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.
    2. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.
    3. Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.
    4. Shalabh & Garg, Gaurav & Misra, Neeraj, 2009. "Use of prior information in the consistent estimation of regression coefficients in measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1498-1520, August.
    5. Schneeweiss, H. & Shalabh, H., 2007. "On the estimation of the linear relation when the error variances are known," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1143-1148, October.
    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. Shalabh & Gaurav Garg & Neeraj Misra, 2010. "Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information," Statistical Papers, Springer, vol. 51(3), pages 717-748, September.
    8. Thiel, Hendrik & Thomsen, Stephan L., 2013. "Noncognitive skills in economics: Models, measurement, and empirical evidence," Research in Economics, Elsevier, vol. 67(2), pages 189-214.
    9. A. Saleh & Jan Picek & Jan Kalina, 2012. "R-estimation of the parameters of a multiple regression model with measurement errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 311-328, April.
    10. Shalabh & Garg, Gaurav & Misra, Neeraj, 2007. "Restricted regression estimation in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1149-1166, October.
    11. Kim, H.M. & Saleh, A.K.Md.Ehsanes, 2005. "Improved estimation of regression parameters in measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 273-300, August.
    12. Liang, Hua & Song, Weixing, 2009. "Improved estimation in multiple linear regression models with measurement error and general constraint," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 726-741, April.
    13. Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B., 2011. "A multivariate ultrastructural errors-in-variables model with equation error," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 386-392, February.
    14. 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.
    15. 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.
    16. Srivastava, Anil K. & Shalabh, 1997. "A new property of Stein procedure in measurement error model," Statistics & Probability Letters, Elsevier, vol. 32(3), pages 231-234, March.
    17. Truc Nguyen & Arjun Gupta & Diem Nguyen & Yining Wang, 2007. "Characterizations of negative multinomial distributions based on conditional distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 315-322, November.
    18. Viroli, Cinzia, 2012. "On matrix-variate regression analysis," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 296-309.
    19. Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh, 2012. "Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 198-212.
    20. Chuanhua Wei & Qihua Wang, 2012. "Statistical inference on restricted partially linear additive errors-in-variables models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 757-774, 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:102:y:2011:i:2:p:264-280. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.