MEASUREMENT ERROR MODELS - Stanford University
XIAOHONG CHEN and HAN HONG and DENIS NEKIPELOV1 Key words: Linear or nonlinear errors-in-variables models, classical or nonclassical measurement errors, attenuation bias, instrumental variables, double measurements, ... Given a random sample of nobservations (y i,x i) on (y,x), the least squares estimator is given by: βˆ = P n j=1 (x j−x ...
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