Skip to main content

Polynomial regression with errors in the variables

Buy Article:

$43.00 plus tax (Refund Policy)

A polynomial functional relationship with errors in both variables can be consistently estimated by constructing an ordinary least squares estimator for the regression coefficients, assuming hypothetically the latent true regressor variable to be known, and then adjusting for the errors. If normality of the error variables can be assumed, the estimator can be simplified considerably. Only the variance of the errors in the regressor variable and its covariance with the errors of the response variable need to be known. If the variance of the errors in the dependent variable is also known, another estimator can be constructed.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: Adjusted least squares; Errors in variables; Estimating equations; Functional relationship; Method of moments; Polynomial regression

Document Type: Original Article

Affiliations: 1: Academia Sinica, Taipei, Republic of China, 2: University of Munich, Germany

Publication date: 1998-01-01

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more