Are robust estimation methods useful in the structural errors-in-variables model?

Metrika ◽  
1984 ◽  
Vol 31 (1) ◽  
pp. 33-41 ◽  
Author(s):  
R. H. Ketellapper ◽  
A. E. Ronner
Keyword(s):  
Robust Estimation ◽  
Estimation Methods ◽  
Errors In Variables

Self-Reports of Academic Performance: Response Errors Are Not Well Behaved

1981 ◽  
Vol 10 (2) ◽  
pp. 165-185 ◽  
Author(s):  
Lawrence C. Hamilton
Keyword(s):  
College Students ◽  
Data Analysis ◽  
Robust Estimation ◽  
Exploratory Data Analysis ◽  
Estimation Methods ◽  
Self Reports ◽  
Performance Response ◽  
Exploratory Data ◽  
Survey Sample ◽  
Response Errors

Exploratory data analysis (EDA) is used to study errors in self-reports of lest scores and grades from a survey sample of college students. Both response and non-response are found to be systematically biased, with unfortunate effects in combination. Errors are not normally distributed, and would be better modeled as contaminated distributions made up of two or more simple distributions. Errors are correlated with each other and with other variables, leading to spuriously inflated as well as deflated intervariable correlations. These findings may be typical of survey data in general; hence, more realistic error models and robust estimation methods are desirable.

scholarly journals Application of Robust Estimation Methods for the Analysis of Outlier Measurements / Aplikácia Robustných Odhadovacích Metód Pri Analýze Odľahlých Meraní

2011 ◽  
Vol 57 (3) ◽  
pp. 14-29
Author(s):  
Silvia Gašincová ◽  
Juraj Gašinec ◽  
Gabriel Weiss ◽  
Slavomír Labant
Keyword(s):  
Linear Programming ◽  
Least Squares ◽  
Robust Estimation ◽  
Mathematical Analysis ◽  
Physical Environment ◽  
Regression Line ◽  
Measured Data ◽  
Estimation Methods ◽  
Method Of Least Squares ◽  
The Impact

Abstract The basis of mathematical analysis of geodetic measurements is the method of least squares (LSM), whose bicentenary we celebrated in 2006. In geodetic practice, we quite often encounter the phenomenon when outlier measurements penetrate into the set of measured data as a result of e.g. the impact of physical environment. That fact led to modifications of LSM that have been increasingly published mainly in foreign literature in recent years. The mentioned alternative estimation methods are e.g. robust estimation methods and methods in linear programming. The aim of the present paper is to compare LSM with the robust estimation methods on an example of a regression line.

scholarly journals A Comparison of two Robust Estimation Methods for Business Surveys

2016 ◽  
Vol 85 (2) ◽  
pp. 270-289 ◽  
Author(s):  
Robert Graham Clark ◽  
Philip Kokic ◽  
Paul A. Smith
Keyword(s):  
Robust Estimation ◽  
Estimation Methods

Nonlinear Models of Measurement Errors

2011 ◽  
Vol 49 (4) ◽  
pp. 901-937 ◽  
Author(s):  
Xiaohong Chen ◽  
Han Hong ◽  
Denis Nekipelov
Keyword(s):  
Economic Analysis ◽  
Instrumental Variable ◽  
Measurement Errors ◽  
Nonlinear Models ◽  
Estimation Methods ◽  
Parameter Estimates ◽  
Discrete Variables ◽  
Errors In Variables ◽  
Economic Data ◽  
Research Papers

Measurement errors in economic data are pervasive and nontrivial in size. The presence of measurement errors causes biased and inconsistent parameter estimates and leads to erroneous conclusions to various degrees in economic analysis. While linear errors-in-variables models are usually handled with well-known instrumental variable methods, this article provides an overview of recent research papers that derive estimation methods that provide consistent estimates for nonlinear models with measurement errors. We review models with both classical and nonclassical measurement errors, and with misclassification of discrete variables. For each of the methods surveyed, we describe the key ideas for identification and estimation, and discuss its application whenever it is currently available. (JEL C20, C26, C50)

Assumptions and Robust Estimation Methods

2017 ◽  
pp. 235-268
Author(s):  
Joop J. Hox ◽  
Mirjam Moerbeek ◽  
Rens van de Schoot
Keyword(s):  
Robust Estimation ◽  
Estimation Methods
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