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Method of Moments Estimation in Linear Regression with Errors in both Variables

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  • Jonathan Gillard

Abstract

Recently, in this journal, there has been revised attention on estimating the parameters of the errors in variables, linear structural model. For example, O’Driscoll and Ramirez (2011) used a geometric approach to give insight into the performance of various slope estimators for the linear structural model as introduced by the present author. This article aims to provide a unified method of moments approach for estimating the parameters in the linear structural model, concentrating attention on estimators using the higher moments, which to date has received only little attention in the literature.

Suggested Citation

  • Jonathan Gillard, 2014. "Method of Moments Estimation in Linear Regression with Errors in both Variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(15), pages 3208-3222, August.
  • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:15:p:3208-3222
    DOI: 10.1080/03610926.2012.698785
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