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- W55303252 abstract "Bayesian estimation of the unknown parameter vector in the linear regression model, when the independent variables are measured with errors, is considered. Our approach takes into account the indeterminacy of the MLE approach and generalizes the Bayesian approach of Zellner(1970). Conditional on the variance of the error term and on the variance of the prior for the parameter vector, the Bayes estimator depends on these variances through a shrinkage factor. Assuming a proper prior on these parameters, the Bayes estimator is evaluated with respect to the posterior mean of the shrinkage factor." @default.
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- W55303252 date "1992-01-01" @default.
- W55303252 modified "2023-09-28" @default.
- W55303252 title "Estimation in the Linear Regression Model with Errors in Variables" @default.
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- W55303252 doi "https://doi.org/10.1007/978-1-4612-2944-5_23" @default.
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