Consistent Sets of Estimates for Restricted Regressions with Errors in All Variables
研究所有变量均存在测量误差的回归模型，利用协方差矩阵的正半定条件和测量误差的先验界限，推导出系数可行集的有界性，并展示如何通过约束条件缩小该集合，同时检验约束的正确性。
In the errors-in-variables model, positive semidefinite conditions on covariance matrices, together with sufficiently small prior limits on the severity of measurement error, imply that the set of feasible values for population coefficients is bounded. The authors show how maintained restrictions can be used to reduce further the set of feasible values for the coefficients. If the restrictions are incorrect, the restricted feasible set will be empty for sufficiently small limits on the severity of measurement error. Hence the restrictions are testable even though the coefficients are not identified. Copyright 1987 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.