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

eivknownatt 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.
eivknownratue 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.
eivknownvaru eivknownvaru presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.
eivknownvarumod eivknownvarumod presents modified moment estimates of parameters for the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.
eivlinearinstr eivlinearinstr presents the moment estimates of the regression coefficients in the measurement error model with single predictor, which has an instrumental variable W. All of the variables obey normal distributions. All parameters are estimated by moment method in measurement error models.
eivlinearinstrvec eivlinearinstrvec handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods.
eivplmnor eivplmnor fits partially linear EIV model where the conditional distribution of y given x and t is normally distributed.
eivtest eivtest verifies the EIV macros.
eivvec1 eivvect1 presents the maximum likelihood estimators of the parameters in the measurement error models, which has more than one variable x. The covariances between e and u, Sigeu and the covariance matrix of u, siguu are known. All of the variables obey normal distributions. All parameters are estimated by maximum likelihood method in measurement error models.
eivvec2 eivvect2 calculates the maximum likelihood estimators of the parameters in the measurement error models when the entire error covariance structure is known or known up to a scalar multiple. This macro deals with the extension of the model considered in eivknownvaru.
reca RECA (REgression CAlibration) is a method in which replacing the unobserved x by its expected value E(x|w,z) and then to perform a standard analysis.
reca RECA (REgression CAlibration) is a method in which replacing the unobserved x by its expected value E(x|w,z) and then to perform a standard analysis.
simex SIMEX (SIMulation EXtrapolation) is a simulation-based method of estimating and reducing bias due to measurement error. simex is applicable to general estimation methods, for example, least-squares, maximum likelihood, quasi-likelihood, etc.

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

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