Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On Fitting Polynomial Measurement Error Models with Vector Predictor -When Interactions Exist among Predictors-

  • Myung-Sang Moon (Department of Statistics, Yonsei University, Wonju-Kun, Kangwon-Do, 222-701, KOREA.)
  • Published : 1995.04.01
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Abstract

An estimator of coefficients of polynomial measurement error model with vector predictor and first-order interaction terms is derived using Hermite polynomial. Asymptotic normality of estimator is provided and some simulation study is performed to compare the small sample properties of derived estimator with those of OLS estimator.

Keywords

References

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