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: eivknownvaru eivknownratue

Quantlet: eivknownatt
Description: eivknownatt presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The degree of attenuation (also called reliability ratio) is known. All of the variables obey normal distributions.

Reference(s):

Link:
Usage: {mux,beta1,beta0,sigmax,sigmau,sigmae,varbeta1,varbeta0} = eivknownatt(w,y,kww)
Input:
w n x 1 matrix, the design variables
y n x 1 matrix, the response
kww scalar, the degree of attenuation
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=0.9*normal(n)

w=x+0.9*normal(n)

y=0.9+0.8*x+0.01*normal(n)

kww =0.5

gest=eivknownatt(w,y,kww)

gest.mux        ; the estimate of the mean of x

gest.beta1      ; the estimate of b (true value is 0.8)

gest.beta0      ; the estimate of a (true value is 0.9)

gest.sigmax     ; the estimate of the variance of x

gest.sigmau     ; the estimate of the variance of u

gest.sigmae     ; the estimate of the variance of e

gest.varbeta1   ; the estimate of the variance of the estimate of beta1

gest.varbeta0   ; the estimate of the variance of the estimate of beta0

Result:

Contents of mux

[1,] -0.93396 

Contents of beta1

[1,]   0.79286

Contents of beta0

[1,]   0.8425 

Contents of sigmax

[1,]   0.72585

Contents of sigmau

[1,]   0.72585

Contents of sigmae

[1,]   0.074451

Contents of varbeta1

[1,]   0.0085078

Contents of varbeta0

[1,]   0.0054358


Library: eiv
See also: eivknownvaru eivknownratue

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, 21.9.2000