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- W2094693885 abstract "Collinearities can occur among the error-free (true) predictors in measurement-error models just as they occur among predictors in traditional regression models. The coefficient estimators for measurement-error models suffer the same ill effects of collinearities as do least squares estimators. For linear measurement-error models, collinearities are a property of the secondorder moment matrix of the unobservable error-free predictors. For nonlinear models, they are a property of the second-order moment matrix of derivatives of the nonlinear function. In this article, collinearities among the predictors in measurement-error models are defined, and diagnostics for their detection are discussed. The collinearity diagnostics introduced are similar to those used in traditional regression models, but they are applied to estimated second-order moment matrices of the error-free predictors rather than to the second-order moment matrix of the observed predictors. Examples are discussed, one of which demonstrates th..." @default.
- W2094693885 created "2016-06-24" @default.
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- W2094693885 date "1992-11-01" @default.
- W2094693885 modified "2023-09-30" @default.
- W2094693885 title "Measurement-Error-Model Collinearities" @default.
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- W2094693885 doi "https://doi.org/10.2307/1268944" @default.
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