Paper Info
Title
Goodness of fit in restricted measurement error models
Abstract
The restricted measurement error model is employed when certain study variables are not observable by direct measurement and if some information about the unknown regression coefficients is available a priori. In this study, we present a method for checking the goodness of fit in the restricted measurement error model. We obtain the goodness-of-fit statistics based on the concept of coefficient of determination and their asymptotic distributions are derived. The results of simulations are also presented to demonstrate the finite sample behaviour of the estimators.
Year
DOI
Venue
2016
10.1016/j.jmva.2015.12.005
Journal of Multivariate Analysis
Keywords
Field
DocType
62J05,62H12
Least squares,Econometrics,Errors-in-variables models,A priori and a posteriori,Coefficient of determination,Statistics,Goodness of fit,Mathematics,Observational error,Estimator,Linear regression
Journal
Volume
Issue
ISSN
145
C
0047-259X
Citations 
PageRank 
References 
0
0.34
9
Authors
3
Name
Order
Citations
PageRank
Chi-Lun Cheng181.95
Shalabh2184.96
Gaurav Garg323220.61