Generalized least squares estimation of the functional multivariate linear errors-in-variables model |
| |
Institution: | 1. Texas A&M University USA;2. Iowa State University USA |
| |
Abstract: | Estimators of the parameters of the functional multivariate linear errors-in-variables model are obtained by the application of generalized least squares to the sample matrix of mean squares and products. The generalized least squares estimators are shown to be consistent and asymptotically multivariate normal. Relationships between generalized least squares estimation of the functional model and of the structural model are demonstrated. It is shown that estimators constructed under the assumption of normal x are appropriate for fixed x. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |