Premium
A small sample estimator for a polynomial regression with errors in the variables
Author(s) -
Cheng ChiLun,
Schneeweiss Hans,
Thamerus Markus
Publication year - 2000
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00258
Subject(s) - estimator , polynomial regression , mathematics , statistics , regression , regression analysis , polynomial , least squares function approximation , sample (material) , linear regression , mathematical analysis , physics , thermodynamics
An adjusted least squares estimator, introduced by Cheng and Schneeweiss for consistently estimating a polynomial regression of any degree with errors in the variables, is modified such that it shows good results in small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.