Generalized confidence interval for the slope in linear measurement error model

Abstract

Abstract A generalized confidence interval for the slope parameter in linear measurement error model is proposed in this article, which is based on the relation between the slope of classical regression model and the measurement error model. The performance of the confidence interval estimation procedure is studied numerically through Monte Carlo simulation in terms of coverage probability and expected length. Keywords: asymptotic confidence intervalasymptotically honest confidence intervalcoverage probabilityexpected lengthgeneralized confidence intervalmeasurement errors