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Ols parameter estimation for a linear paired confluent model
Authors:A G Belov
Institution:1. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
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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