Measurement error in a single regressor

H.J. Meijer; T.J. Wansbeek

Measurement error in a single regressor

H.J. Meijer, T.J. Wansbeek

Faculteit Economie en Bedrijfskunde

Onderzoeksoutput: Article › Academic › peer review

10 Citaten (Scopus)

Samenvatting

For the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves. (C) 2000 Elsevier Science S.A. All rights reserved.

Originele taal-2	English
Pagina's (van-tot)	277-284
Aantal pagina's	8
Tijdschrift	Economics Letters
Volume	69
Nummer van het tijdschrift	3
Status	Published - dec.-2000

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abstract = "For the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves. (C) 2000 Elsevier Science S.A. All rights reserved.",

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AB - For the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves. (C) 2000 Elsevier Science S.A. All rights reserved.

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JO - Economics Letters

JF - Economics Letters

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