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.

Reference(s):

Link:
Usage: {mux,beta1,beta0,sigmax,sigmau,sigmae,varbeta1,varbeta0} = eivknownratue(w,y,delta)
Input:
w 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
varbeta1 scalar, the estimate of the variance of the estimate of beta1
varbeta0 scalar, the estimate of the variance of the estimate of beta0

Example:
library("eiv")
n = 100
randomize(n) 
x=9*normal(n)
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
gest.varbeta1
gest.varbeta0
Result:
Contents of mux
[1,] -0.93396 
Contents of beta1
[1,]  0.92042 
Contents of beta0
[1,]  0.44547
Contents of sigmax
[1,]   62.555 
Contents of sigmau
[1,]   82.616 
Contents of sigmae
[1,]  0.00010199 
Contents of varbeta1
[1,]   0.011569
Contents of varbeta0
[1,]   0.71714

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, 990625
(C) MD*TECH Method and Data Technologies, 17.8.2000