Ols parameter estimation for a linear paired confluent model |
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Authors: | A G Belov |
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Institution: | 1. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
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Abstract: | We investigate OLS parameter estimation for a linear paired model in the case of a passive experiment with errors in both
variables. The explicit form of the OLS estimates is obtained, their equivalence to maximum likelihood estimates is demonstrated
in the presence of normal errors, and estimate consistency is proved. The OLS estimates are compared analytically and numerically
with known parameter estimates of “direct,” “orthogonal,” and “diagonal” regression models. |
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Keywords: | |
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