Stochastic Regression with Errors in Both Variables
- 1 July 1986
- journal article
- research article
- Published by Taylor & Francis in Journal of Quality Technology
- Vol. 18 (3) , 162-169
- https://doi.org/10.1080/00224065.1986.11979004
Abstract
Linear structural models are linear relationships between two stochastic (random) variates in which both of the variates are subject to measurement errors. Structural models are common in experimental work, but are typically fit using least squares. In this expository paper maximum likelihood estimators for linear structural models are presented and contrasted with the corresponding least squares estimators. Asymptotic variance formulae for the intercept and slope estimators are given, along with the corresponding expressions for linear functional models.Keywords
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