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A multivariate ultrastructural errors-in-variables model with equation error

Author

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  • Patriota, Alexandre G.
  • Bolfarine, Heleno
  • Arellano-Valle, Reinaldo B.

Abstract

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors. Sufficient conditions for attaining consistent estimators for model parameters are presented. Asymptotic distributions for the line regression estimators are derived. Applications to the elliptical class of distributions with two error assumptions are presented. The model generalizes previous results aimed at univariate scenarios.

Suggested Citation

  • Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B., 2011. "A multivariate ultrastructural errors-in-variables model with equation error," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 386-392, February.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:2:p:386-392
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    References listed on IDEAS

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    1. Healy, John D., 1980. "Maximum likelihood estimation of a multivariate linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 243-251, June.
    2. H. Schneeweiß, 1976. "Consistent estimation of a regression with errors in the variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 23(1), pages 101-115, December.
    3. Dahm, P. Fred & Fuller, Wayne A., 1986. "Generalized least squares estimation of the functional multivariate linear errors-in-variables model," Journal of Multivariate Analysis, Elsevier, vol. 19(1), pages 132-141, June.
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    Cited by:

    1. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.

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