In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...
In this paper we have therefore re-examined one kind of model for errors-in-variables regression in a unified maximum likelihood framework. We present the complete asymptotic variance-covariance ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 22, No. 2 (Jun., 1994), pp. 219-231 (13 pages) We consider the problem of robust M-estimation of a vector of regression ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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