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Activity Number: 474
Type: Contributed
Date/Time: Wednesday, August 1, 2007 : 2:00 PM to 3:50 PM
Sponsor: Business and Economics Statistics Section
Abstract - #308942
Title: A Comparison of Inference Procedures for the Simple Linear Errors-in-Variables Regression Model
Author(s): Stephen M. Miller*+
Companies: Bureau of Labor Statistics
Address: 2 Massachusetts Ave. N.E., Washington, DC, 20212,
Keywords:
Abstract:

We consider the simple linear errors-in-variables regression model, and compare various inference procedures available for the parameters of the model. Fuller (1987) and Carroll, Rupert, Stefanski and Craniceanu (2006) provide a survey of many of the existing methods. We look at many of these as well as some additional methods, and compare how they perform both in terms of their theoretical properties and a their performance in large simulation studies. Strengths and weaknesses of the various procedures are examined.


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Revised September, 2007