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On a symmetrized simulation extrapolation estimator in linear errors-in-variables models

Authors :
Polzehl, Jörg
Zwanzig, Silvelyn
Source :
Computational Statistics & Data Analysis. Nov2004, Vol. 47 Issue 4, p675-688. 14p.
Publication Year :
2004

Abstract

Application of naive regression estimates in errors-in-variables models (EVM) suffers from a severe bias. The simulation extrapolation estimator (SIMEX) was introduced by Cook and Stefanski as a correction method modeling the dependence of error variance in the regressors and bias of the regression method. The symmetrized simulation extrapolation estimator (SYMEX), a generalization of SIMEX, allows to employ the symmetric structure of EVM. Relations of both SIMEX and SYMEX to total least squares are investigated. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
01679473
Volume :
47
Issue :
4
Database :
Academic Search Index
Journal :
Computational Statistics & Data Analysis
Publication Type :
Periodical
Accession number :
14871678
Full Text :
https://doi.org/10.1016/j.csda.2003.11.017