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Trimmed estimation in the measurement error model when the covariate has replicated observations
Journal article   Peer reviewed

Trimmed estimation in the measurement error model when the covariate has replicated observations

L. Huwang and J. Yang
Proceedings of the National Science Council, Republic of China, Part A: Physical Science and Engineering, Vol.24(5), pp.405-412
09/2000

Abstract

Asymptotic relative efficiency Measurement error model Trimmed estimators
A measurement error is considered with emphasis on the case where replicated measurements on the covariate are obtainable. Trimmed estimators of the coefficients in the model are defined based on the regression quantiles and the symmetric quantiles. The asymptotic distributions of these estimators are also obtained. On the basis of the criterion of asymptotic relative efficiency, these trimmed estimators are compared with the usual one and are found to be more efficient when random error in the regression equation has the contaminated normal distribution. A lower bound for the efficiency of the trimmed estimators derived by means of the regression quantiles is provided as well.

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