Edland S D
Department of Environmental Health, University of Washington, Seattle 98195-4790, USA.
Biometrics. 1996 Mar;52(1):243-8.
Slope estimates for linear measurement error (errors in variables) models based on assumed knowledge of the ratio of measurement error variances are biased if the underlying linear relationship is anything other than a completely deterministic, law-like relationship. This paper describes an eight-parameter linear measurement error model of general applicability that includes an optional "errors in equations" term (Malinvaud, E., 1980, Statistical Methods of Econometrics) that allows the explicit characterization of the asymptotic bias of such slope estimates when the assumption of a law-like relationship does not hold. This bias may be large, underscoring the importance of recognizing the potential influence of errors in equations in measurement error models.
如果潜在的线性关系不是完全确定性的、类似定律的关系，那么基于测量误差方差比的假设知识得出的线性测量误差（变量误差）模型的斜率估计会有偏差。本文描述了一个具有广泛适用性的八参数线性测量误差模型，该模型包含一个可选的“方程误差”项（马利诺夫，E.，1980年，《计量经济学的统计方法》），当类似定律关系的假设不成立时，该项允许明确表征此类斜率估计的渐近偏差。这种偏差可能很大，这凸显了认识到方程误差在测量误差模型中的潜在影响的重要性。
