Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2000 · 40 citations · 9 references
Natural SciencesBiostatisticsStatistical ModelingEstimation TheoryInferential StatisticsParameter EstimationStatistical InferenceAsymptotic ExpansionsAsymptotic PropertiesEstimation Of Regression ModelsLeast Squares EstimationPolynomial RegressionRegression EstimationSimulation Studies
Summary An adjusted least squares estimator, introduced by Cheng and Schneeweiss for consistently estimating a polynomial regression of any degree with errors in the variables, is modified such that it shows good results in small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.
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Leonard A. Stefanski, Wayne A. Fuller, John Wiley · Journal of Business and Economic Statistics · 1988 · 2.9K citations