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Zbl 0972.62532
Boularan, J.; Caussinus, H.
The functional model for error in variables regression: General study and example. (Le modèle fonctionnel pour la régression sur variables entachées d'erreurs: étude générale et exemple.) (French)
[J] Rev. Stat. Appl. 42, No.3, 63-88 (1994). ISSN 0035-175X

Summary: A synthetic presentation of the errors in variables regression is provided within the framework of the fixed effect model for principal component analysis. Generalized least squares estimates are discussed for the case of several dependent variables and possibly modified models where linear constraints are taken into account and/or some of the independent variables are measured without errors. An industrial example motivates and illustrates the basic model as well as its modified versions. Finally, the problems arising from the instability of the least squares estimates are considered and two approaches are suggested to prevent them.

MSC 2000:: *62J05 Linear regression
62P20 Appl. of statistics to economics

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