摘要
文章介绍了线性回归变量误差模型参数估计的两种方法——工具变量法和校正似然法,然后通过数值模拟的方式对这两种方法的估计结果进行比较,说明这两种方法在不同假定下估计的优劣,最后通过实例计算来进行验证,并得到一些有用的结论。
This paper introduces two methods of parameter estimation of linear regression measurement error models--Instrumental Variable Estimation and Corrected Likelihood Method. And then numerical simulation is given to compare the estimation results of the two methods. Advantages and disadvantages of these two methods under different assumptions are also described in the paper. Finally some useful conclusions are obtained through the case calculation and verification.
出处
《统计与决策》
CSSCI
北大核心
2017年第10期81-84,共4页
Statistics & Decision
关键词
线性回归
变量误差模型
工具变量法
校正似然法
linear regression
variable error models
instrumental variable estimation
correction likelihood method
