MODIFIED ORTHOGONAL REGRESSION ESTIMATOR IN THE QUADRATIC ERRORS-IN-VARIABLES MODEL

GALYNA REPETATSKA

Theory of Stochastic Processes Vol. 11 (27), no. 3–4, 2005, pp. 110–120

The quadratic functional measurement error model with equal error variances is considered. The asymptotic bias of an orthogonal regression estimator is derived. A modified estimator which has smaller asymptotic bias for small measurement errors is presented.

Full version