Decomposition of variables and correlated measurement errors.

Saul Lach

doi:10.2307/2527190

Decomposition of variables and correlated measurement errors.

Saul Lach^*

^*Corresponding author for this work

Department of Economics

Research output: Contribution to journal › Article › peer-review

Abstract

Examines the bias in the OLS estimators when the regressors have measurement errors correlated in a particular manner. Decomposition of a variable into two components where only one component is observed with error; Assessment of the direction of the bias in the OLS estimators from observed data.

Original language	English
Pages (from-to)	715-725
Number of pages	11
Journal	International Economic Review
Volume	34
Issue number	3
DOIs	https://doi.org/10.2307/2527190
State	Published - 1 Aug 1993

Keywords

Error analysis in mathematics

Access to Document

10.2307/2527190

Cite this

@article{79c0f4cf2f1c409c909ca68dc38c9dd2,

title = "Decomposition of variables and correlated measurement errors.",

abstract = "Examines the bias in the OLS estimators when the regressors have measurement errors correlated in a particular manner. Decomposition of a variable into two components where only one component is observed with error; Assessment of the direction of the bias in the OLS estimators from observed data.",

keywords = "Error analysis in mathematics",

author = "Saul Lach",

year = "1993",

month = aug,

day = "1",

doi = "10.2307/2527190",

language = "אנגלית",

volume = "34",

pages = "715--725",

journal = "International Economic Review",

issn = "0020-6598",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}

TY - JOUR

T1 - Decomposition of variables and correlated measurement errors.

AU - Lach, Saul

PY - 1993/8/1

Y1 - 1993/8/1

N2 - Examines the bias in the OLS estimators when the regressors have measurement errors correlated in a particular manner. Decomposition of a variable into two components where only one component is observed with error; Assessment of the direction of the bias in the OLS estimators from observed data.

AB - Examines the bias in the OLS estimators when the regressors have measurement errors correlated in a particular manner. Decomposition of a variable into two components where only one component is observed with error; Assessment of the direction of the bias in the OLS estimators from observed data.

KW - Error analysis in mathematics

U2 - 10.2307/2527190

DO - 10.2307/2527190

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

SN - 0020-6598

VL - 34

SP - 715

EP - 725

JO - International Economic Review

JF - International Economic Review

IS - 3

ER -

Decomposition of variables and correlated measurement errors.

Abstract

Keywords

Access to Document

Fingerprint

Cite this