1. A new perspective in functional EIV linear models: part II.
- Author
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Al-Sharadqah, Ali and Woolsey, Nicholas
- Subjects
- *
ERRORS-in-variables models , *LINEAR differential equations , *PARTIAL differential equations , *PERTURBATION theory - Abstract
In Error-in-Variables (EIV) models, all variables are subject to error and their estimators are heavily biased especially in the case of small sample sizes. This paper extends the results of Al-Sharadqah and proposes a new estimator for the problem of fitting 3D planes to data. Instead of minimizing an objective function obtained by the likelihood principles or others, a family of objective functions depending on an unknown smooth weight is considered. Then, the optimal weight function is derived so that the minimizer of the corresponding objective function has a zero second-order bias. To derive such a weight, a general form of the second-order bias is derived by applying our perturbation theory. This leads to a system of two first-order linear partial differential equations that admits a unique solution. The explicit formula of the weight is derived yielding the objective function. This turns to be a standard nonlinear least squares problem. Accordingly, the Levenberg-Marquardt (LM) algorithm is implemented. Finally, the effectiveness and superiority of our method are assessed by a series of numerical experiments. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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