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On a symmetrized simulation extrapolation estimator in linear errors-in-variables models
- 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]
- Subjects :
- *REGRESSION analysis
*SIMULATION methods & models
*ESTIMATION theory
*EXTRAPOLATION
Subjects
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