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- Title
Corrected T( q)-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors.
- Authors
Savchenko, A.
- Abstract
We study a generalized linear structural regression model with measurement errors. The dispersion parameter is assumed to be known. The corrected T ( q) -likelihood estimator for the regression coefficients is constructed. In the case where q depends on the sample size and approaches 1 as the sample size infinitely increases, we establish sufficient conditions or the strong consistency and asymptotic normality of the estimator.
- Subjects
ESTIMATION theory; REGRESSION analysis; MEASUREMENT errors; MATHEMATICAL models; COEFFICIENTS (Statistics); INFINITY (Mathematics)
- Publication
Ukrainian Mathematical Journal, 2015, Vol 66, Issue 12, p1823
- ISSN
0041-5995
- Publication type
Article
- DOI
10.1007/s11253-015-1054-8