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

Quantlet: 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, 21.9.2000