Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors
Volume 8, Issue 3 (2021), pp. 373–386
Pub. online: 26 July 2021
Type: Research Article
Open Access
Open Access
Received
10 March 2021
10 March 2021
Revised
16 June 2021
16 June 2021
Accepted
28 June 2021
28 June 2021
Published
26 July 2021
26 July 2021
Abstract
A linear structural regression model is studied, where the covariate is observed with a mixture of the classical and Berkson measurement errors. Both variances of the classical and Berkson errors are assumed known. Without normality assumptions, consistent estimators of model parameters are constructed and conditions for their asymptotic normality are given. The estimators are divided into two asymptotically independent groups.
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