Principal components estimator for measurement error models

Gülesen Üstündağ Şiray

Principal components estimator for measurement error models

2020

Gülesen Üstündağ Şiray

ABSTRACTIn this paper, we carry out the principal components regression approach to the measurement error models. We introduce the principal components estimator and then the restricted principal c...

Keywords:

Statistics
Errors-in-variables models
Principal component analysis
Mathematics
Estimator
Econometrics
Principal component regression
Observational error
Multicollinearity

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