On estimation of parameters in the bivariate linear errors-in-variables model
Volume 25 / 1999
Applicationes Mathematicae 25 (1999), 401-410
DOI: 10.4064/am-25-4-401-410
Abstract
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
