Application of the Least Squares Technique to Reduce the Frequency Measurement Error by Phase Increment Analysis

Author(s):  
Andrey N. Serov ◽  
Alexander A. Shatokhin ◽  
Nikolay A. Serov
2020 ◽  
Vol 39 (5) ◽  
pp. 1668-1680 ◽  
Author(s):  
Jiacheng Zhang ◽  
Melissa C. Brindise ◽  
Sean Rothenberger ◽  
Susanne Schnell ◽  
Michael Markl ◽  
...  

2006 ◽  
Vol 3 (2) ◽  
Author(s):  
Josep Bisbe ◽  
Germà Coenders ◽  
Willem Saris ◽  
Joan Batista-Foguet

Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression.


2019 ◽  
Vol 29 (3) ◽  
pp. 448-463 ◽  
Author(s):  
Manuel E. Rademaker ◽  
Florian Schuberth ◽  
Theo K. Dijkstra

Purpose The purpose of this paper is to enhance consistent partial least squares (PLSc) to yield consistent parameter estimates for population models whose indicator blocks contain a subset of correlated measurement errors. Design/methodology/approach Correction for attenuation as originally applied by PLSc is modified to include a priori assumptions on the structure of the measurement error correlations within blocks of indicators. To assess the efficacy of the modification, a Monte Carlo simulation is conducted. Findings In the presence of population measurement error correlation, estimated parameter bias is generally small for original and modified PLSc, with the latter outperforming the former for large sample sizes. In terms of the root mean squared error, the results are virtually identical for both original and modified PLSc. Only for relatively large sample sizes, high population measurement error correlation, and low population composite reliability are the increased standard errors associated with the modification outweighed by a smaller bias. These findings are regarded as initial evidence that original PLSc is comparatively robust with respect to misspecification of the structure of measurement error correlations within blocks of indicators. Originality/value Introducing and investigating a new approach to address measurement error correlation within blocks of indicators in PLSc, this paper contributes to the ongoing development and assessment of recent advancements in partial least squares path modeling.


2009 ◽  
Vol 13 (4) ◽  
pp. 421-449 ◽  
Author(s):  
George A. Waters

This paper examines a class of interest rate rules that respond to public expectations and to lagged variables and considers varying levels of commitment that correspond to varying degrees of response to lagged output. Under commitment the policymaker adjusts the nominal rate with lagged output to impact public expectations. Within this class of rules, I provide a condition for nonexplosive and determinate solutions. Expectational stability obtains for any nonnegative response to lagged output. Simulation results show that modified commitment is best under least-squares learning. However, in the presence of parameter uncertainty and/or measurement error in the policymaker's data on public expectations, the best policy is one of partial commitment, where the response to lagged output is less than under modified commitment. The case for partial commitment is strengthened if the gain parameter in the learning mechanism is high, which can be interpreted as the use of few lags by public agents in the formation of expectations or as an indication of low credibility of the policymaker. The appointment of a conservative central banker ameliorates these concerns about modified commitment.


2013 ◽  
Vol 661 ◽  
pp. 166-170
Author(s):  
Guo Liang Ding ◽  
Biao Chu ◽  
Yi Jin ◽  
Chang An Zhu

A critical challenge in prediction of material property is the accuracy of estimation for regression coefficient between the structure or process of material and its macroscopic property. One source of the estimation errors is measurement errors which commonly exist in practice. To provide guidance on the use of simple linear regression methods in measurement error modeling for prediction of material property, we investigated and compared least squares (LS) and orthogonal regression (OR) theoretically. And their applications in prediction of tensile strength for quenched and tempered steel 45 were presented as an example. OR has better performance than LS in the prediction of material property in presence of measurement errors under certain conditions.


1998 ◽  
Vol 59 (2) ◽  
pp. 163-168 ◽  
Author(s):  
Andrew P. Blake ◽  
Gonzalo Camba-Mendez

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