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A note on the simple structural regression model

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Abstract

In this paper we investigate some aspects like estimation and hypothesis testing in the simple structural regression model with measurement errors. Use is made of orthogonal parametrizations obtained in the literature. Emphasis is placed on some properties of the maximum likelihood estimators and also on the distribution of the likelihood ratio statistics.

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Authors and Affiliations

  1. Departamento de Estatística, IME, Universidade de São Paulo, Caixa Postal 20570, CEP 05389-970, São Paulo, SP, Brasil

    R. B. Arellano-Valle & H. Bolfarine

Authors
  1. R. B. Arellano-Valle
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  2. H. Bolfarine
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Arellano-Valle, R.B., Bolfarine, H. A note on the simple structural regression model. Ann Inst Stat Math 48, 111–125 (1996). https://doi.org/10.1007/BF00049293

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  • DOI: https://doi.org/10.1007/BF00049293

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