Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang (Department of Statistics, Yonsei University, Wonju-Kun, Kangwon-Do, 222-701) ;
  • R. F. Gunst (Department of Statistical Science, Southern Methodist University, Dallas, TX 75275, USA)
  • Published : 1994.06.01
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Abstract

Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

Keywords

References

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