Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: eiv
See also: eivknownatt eivknownvaru

Macro: eivknownratue
Description: eivknownratue presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The ratio of two variances of the two measurement errors is known. All of the variables obey normal distributions. See Fuller(1987), section 1.3.

Link:
Usage: {mux,beta1,beta0,sigmax,sigmau,sigmae} = eivknownratue(X,Y,delta)
Input:
X n x 1 matrix, the design variables
Y n x 1 matrix, the response
delta scalar, the ratio of the variance of two errors
Output:
mux scalar, the mean value of X
beta1 scalar, the estimate
beta0 scalar, the estimate
sigmax scalar, the estimate of the variance of X
sigmau scalar, the estimate of the variance of u
sigmae scalar, the estimate of the variance of e

Example:
library("eiv")
n = 100
randomize(n) 
x= normal(n)*9
w=x+9*normal(n)
Y =0.9+0.8*x+0.01*normal(n)
delta =0.0001/81  ; The ratio of var(u)/var(e)
gest=eivknownratue(w,Y,delta)
gest.mux
gest.beta1
gest.beta0
gest.sigmax
gest.sigmau
gest.sigmae
Result:
gest.mux=-0.93396; gest.beta1=0.92972 
gest.beta0=0.45415;gest.sigmax=61.31
gest.sigmau=83.86; gest.sigmae=0.00010353

Library: eiv
See also: eivknownatt eivknownvaru

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Hua Liang, 970725
(C) MD*TECH Method and Data Technologies, 28.6.1999