1975
DOI: 10.2307/2335377
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The Effect of Errors in the Independent Variables in Linear Regression

Abstract: JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.. Biometrika Trust is collaborating with JSTOR to digitize, preserve and extend access to Biometrika. SUMMARYSuppose that the independent variables in a linear regression are su… Show more

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Cited by 61 publications
(27 citation statements)
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“…In this circumstance the problem is known as an errors-in-variables (EIV) problem and it is well known the that traditional least square method provides inconsistent estimators [18]. If all measurement errors are iid then the total least squares (TLS) method (see [19]–[21]) is the correct procedure and [22] provides distributional results for the parameter estimators in the Gaussian case.…”
Section: Introductionmentioning
confidence: 99%
“…In this circumstance the problem is known as an errors-in-variables (EIV) problem and it is well known the that traditional least square method provides inconsistent estimators [18]. If all measurement errors are iid then the total least squares (TLS) method (see [19]–[21]) is the correct procedure and [22] provides distributional results for the parameter estimators in the Gaussian case.…”
Section: Introductionmentioning
confidence: 99%
“…One noise source that is especially important to model is the error in the reference spectra and associated response matrix ( ) ij R ρ so that techniques from the errors in predictors literature [40] could be applied. For example, the MCMC approach to implement the Bayesian variable selection can easily accommodate errors in predictors, particularly if combined with a MIMBS-type approach that reduces the number of possible absorbers to a representative basis set.…”
Section: Comprehensive Assessment Of All Noise Sourcesmentioning
confidence: 99%
“…Many of these sensors rely on Radio-Isotope Identification (RIID) algorithms using γ spectroscopy to distinguish innocent nuisance alarms arising from naturally occurring radioactive material (NORM) from alarms arising from threat isotopes. NORM examples include 40 K from cat litter and 232 Th in soil. Threat isotopes include special nuclear material (SNM) isotopes such as isotopes of U and Pu.…”
Section: Introductionmentioning
confidence: 99%
“…Behnken and Draper (1972) study the pattern of variation in the vii and note that wide variation reflects nonhomogeneous spacing of the rows of X. Huber (1975) and Davies and Hutton (1975) point out that if max(vii) is not considerably smaller than 1, it is probable that an outlier will go undetected when the residuals are examined. The average of the vii is p'/n and thus max(vii) 2 pl/n.…”
Section: T H E Role Of V I N Data a N A L Y S E Smentioning
confidence: 99%