当两个变量都存在测量误差时估计线性关系

On Estimating Linear Relationships When Both Variables are Subject to Errors

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1994
被引 65
ABS 4

中文导读

本文讨论了在两个变量都存在测量误差时估计线性关系的问题,重点给出了高斯模型下斜率参数的置信区间以及截距和斜率的联合置信区域,汇总了已有和新结果。

Abstract

SUMMARY This paper discusses the problem of estimating a linear relationship between two variables observed with errors. It focuses on confidence intervals for the slope parameter and confidence regions for the intercept and slope parameters in Gaussian models. A compendium of existing results as well as new results are presented.

计量经济学统计学数学