Results 81 to 90 of about 5,750 (118)

Error in Variable Conversion in Table

JAMA Surgery, 2023
Crisanto M, Torres, Elliott R, Haut, Joseph V, Sakran   +2 more
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Errors in Variables and the Individual Structural Equation

International Economic Review, 1983
The main intention of this paper is a practical (from the applied point of view) and simple method of dealing with the problem of measurement errors in simultaneous equation models. As a result, the paper provides the conditions under which certain simultaneous equations models can be identified and estimated on a recursive equation-by-equation basis ...
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Decomposition of Variables and Correlated Measurement Errors

International Economic Review, 1993
This paper examines the bias in the OLS estimators when the regressors have measurement errors correlated in a particular manner. When a variable is decomposed into two components but only one of them is observed with error, the induced measurement error in the other component is identical but has the opposite sign.
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Linear Regression with Error in the Deflating Variable

Econometrica, 1973
MUCH APPLIED ECONOMETRIC work is based on the correlation and regression of ratio variables which have the same denominator. The denominator generally deflates the various sets of measurements in order to make them comparable. In certain cases deflation is a way of obtaining efficient estimators.
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Errors in Variables

2011
1 Title: Errors in variables Author: Katarína Mordinová Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Zdeněk Hlávka, Ph.D. Supervisor's e-mail address: Zdenek.Hlavka@mff.cuni.cz Abstract: The topic of the diploma thesis is Errors in variables.
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A Fast Algorithm for Errors-in-Variables Filtering

IEEE Transactions on Automatic Control, 2012
This note concerns the optimal estimation of the input and output sequences of linear time-invariant errors-in-variables (EIV) processes. An efficient recursive filtering algorithm is proposed. It is an innovation-based approach that relies on the triangular decomposition of block Toeplitz matrices.
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Errors in Variables in Econometrics

1998
This article discusses the use of instrumental variables and grouping methods in the linear errors-in-variables or measurement error model. Comparisons are made between these methods, standard measurement error model methods with side conditions, least squares methods, and replicated models. It is demonstrated that there are close relationships between
Chi-Lun Cheng, John W. Ness
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Errors in Variables and Articles

Evaluation Review, 1982
Quasi-experimental evaluations of manpower training may be biased when the mean value of preprogrammed earnings differs for participants and nonparticipants or when the two groups differ in the degree to which they deviate from the long-run trend of earnings. Both sources of bias are addressed in Director (1979).
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Errors in Variables and Cointegration

Econometric Theory, 1995
In this article it is shown how the cointegration or joint trending behavior of economic time series helps to alleviate the errors in variables problem.
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Errors in Variables

Revue de l'Institut International de Statistique / Review of the International Statistical Institute, 1954
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