Robust Line Estimation With Errors in Both Variables
收藏NBER1975-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0083
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资源简介：
The estimator holding the central place in the theory of the multivariate "errors-in-the-variables" (EV) model results from performing orthogonal recession on variables rescaled according to the covariance matrix of the errors [7]. Our first principal finding, via Monte Carlo on the univariate model
提供机构：
美国国家经济研究局
创建时间：
1975-05-01
