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A test for the slope in the functional measurement error model
Author(s) -
Kai Bruchlos
Publication year - 2015
Publication title -
acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.276
H-Index - 6
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2015.19.08
Subject(s) - errors in variables models , extension (predicate logic) , variable (mathematics) , linear model , linear regression , regression analysis , variables , mathematics , linear form , proper linear model , independent and identically distributed random variables , regression , computer science , econometrics , statistics , bayesian multivariate linear regression , random variable , mathematical analysis , programming language
There are two measurement error models in linear regression, the structural and the functional. Theoretical investigations and applications are concentrated on the structural model with jointly normally and identically distributed observations because there is no test for the slope in the functional model so far. This gap will be closed here for the model with one independent variable. Furthermore it is stated that the functional model is a natural extension of the classical linear regression model with one independent variable if there are errors of measurement in both variables. Moreover it is not postulated in the functional model that the expectations are equal. So the functional model is more realistic than the structural.

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