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Linear EV model with replicate observations on independent variables

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Abstract

This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article.

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Authors and Affiliations

  1. Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China

    Liu Jixue

  2. Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing, 100049, China

    Liu Jixue, Zhang Sanguo & Chen Xiru

Authors
  1. Liu Jixue
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  2. Zhang Sanguo
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  3. Chen Xiru
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Correspondence to Liu Jixue.

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Liu, J., Zhang, S. & Chen, X. Linear EV model with replicate observations on independent variables. SCI CHINA SER A 49, 752–769 (2006). https://doi.org/10.1007/s11425-006-0752-y

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  • DOI: https://doi.org/10.1007/s11425-006-0752-y

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