How measurement error affects inference in linear regression

HIGHLIGHTS

• who: Erik Meijer from the University of Southern California, Los Angeles, USA have published the research work: How measurement error affects inference in linear regression, in the Journal: (JOURNAL)
• what: The authors show monotonic relations between the t-statistics and R s of the (infeasible) estimator if there was no measurement error the inconsistent OLS estimator and the consistent estimator that corrects for measurement error and show the relation between the t-value and the magnitude of the assumed measurement error variance or reliability. For the first two cases, known absolute variances and known reliabilities . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or E-mail:

  If you don't have an account, you can create one here.