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- W2076813247 abstract "This paper extends the line-segment parametrization of the structural measurement error (ME) model to situations in which the error variance on both variables is not constant over all observations. Under these conditions, we develop a method-of-moments estimate of the slope, and derive its asymptotic variance. We further derive an accurate estimator of the variability of the slope estimate based on sample data in a rather general setting. We perform simulations that validate our results and demonstrate that our estimates are more precise than estimates under a different model when the ME variance is not small. Finally, we illustrate our estimation approach using real data involving heteroscedastic ME, and compare its performance with that of earlier models. Copyright © 2010 John Wiley & Sons, Ltd." @default.
- W2076813247 created "2016-06-24" @default.
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- W2076813247 date "2010-08-25" @default.
- W2076813247 modified "2023-10-11" @default.
- W2076813247 title "Slope estimation in structural line-segment heteroscedastic measurement error models" @default.
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- W2076813247 doi "https://doi.org/10.1002/sim.4030" @default.
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