IDEAS home Printed from https://ideas.repec.org/p/zbw/sfb373/199710.html
   My bibliography  Save this paper

Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition

Author

Listed:
  • Iturria, Stephen J.
  • Carroll, Raymond J.
  • Firth, David

Abstract

In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions about the distributions of the predictor and the measurement errors. Data from a nutrition study are analyzed using the methods. Finally, the results from a simulation study are presented and the performances of the methods compared.

Suggested Citation

  • Iturria, Stephen J. & Carroll, Raymond J. & Firth, David, 1997. "Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition," SFB 373 Discussion Papers 1997,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Handle: RePEc:zbw:sfb373:199710
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/66311/1/728320649.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Buzas, J. S. & Stefanski, L. A., 1996. "A note on corrected-score estimation," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 1-8, June.
    2. N/A, 1996. "Note:," Foreign Trade Review, , vol. 31(1-2), pages 1-1, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Buzas, Jeffrey S., 2009. "A note on corrected scores for logistic regression," Statistics & Probability Letters, Elsevier, vol. 79(22), pages 2351-2358, November.
    2. Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei, 2002. "Estimation in Linear Models with Random Effects and Errors-in-Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 595-606, September.
    3. Hiroshi Fujiki & Edward J. Green & Akira Yamazaki, 1999. "Sharing the risk of settlement failure," Working Papers 594, Federal Reserve Bank of Minneapolis.
    4. Kris James Mitchener & Matthew Jaremski, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," NBER Working Papers 20603, National Bureau of Economic Research, Inc.
    5. , G. & , & ,, 2008. "Non-Bayesian updating: A theoretical framework," Theoretical Economics, Econometric Society, vol. 3(2), June.
    6. Andrei Kapaev, 2013. "Remark on repo and options," Papers 1311.5211, arXiv.org.
    7. Daniel Sanches, 2016. "On the Inherent Instability of Private Money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 198-214, April.
    8. Ricardo de O. Cavalcanti & Andres Erosa & Ted Temzelides, 1999. "Private Money and Reserve Management in a Random-Matching Model," Journal of Political Economy, University of Chicago Press, vol. 107(5), pages 929-945, October.
    9. James J. McAndrews & William Roberds, 1999. "Payment intermediation and the origins of banking," Staff Reports 85, Federal Reserve Bank of New York.
    10. Allen Head & Junfeng Qiu, 2007. "Elastic Money, Inflation, And Interest Rate Policy," Working Paper 1152, Economics Department, Queen's University.
    11. Hentati-Kaffel, R. & Prigent, J.-L., 2016. "Optimal positioning in financial derivatives under mixture distributions," Economic Modelling, Elsevier, vol. 52(PA), pages 115-124.
    12. Fong, Wai Mun, 1997. "Robust beta estimation: Some empirical evidence," Review of Financial Economics, Elsevier, vol. 6(2), pages 167-186.
    13. Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
    14. repec:ulb:ulbcvp:p0025 is not listed on IDEAS
    15. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, Strategic Trading and Dynamic Technology Adoption," Papers 1103.2914, arXiv.org.
    16. Steven Brams & D. Kilgour, 1998. "Backward Induction Is Not Robust: The Parity Problem and the Uncertainty Problem," Theory and Decision, Springer, vol. 45(3), pages 263-289, December.
    17. Christian Volpe Martincus & Andrés Gallo, 2009. "Institutions and Export Specialization: Just Direct Effects?," Kyklos, Wiley Blackwell, vol. 62(1), pages 129-149, February.
    18. Zelenyuk, Valentin, 2015. "Aggregation of scale efficiency," European Journal of Operational Research, Elsevier, vol. 240(1), pages 269-277.
    19. Junfeng Qiu, 2011. "Bank money, aggregate liquidity, and asset prices," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 295-346, November.
    20. Antunes, Antonio & Peeters, Dominique, 2001. "On solving complex multi-period location models using simulated annealing," European Journal of Operational Research, Elsevier, vol. 130(1), pages 190-201, April.
    21. Postlewaite, Andrew, 1998. "The social basis of interdependent preferences," European Economic Review, Elsevier, vol. 42(3-5), pages 779-800, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb373:199710. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/sfhubde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.