量度誤差模型
量度誤差模型（參見英文：measurement error model）係一類統計模型，特徵係會考慮埋自變數中存在嘅量度誤差。[1][2][3]
概論
[編輯]内文：迴歸模型
考慮以下呢個簡單嘅線性迴歸模型：
呢度嘅自變數 代表「真實」但係未觀察到嗰部份。實際上，研究者觀察到嘅數值梗有啲誤差喺入便：
睇埋
[編輯]文獻
[編輯]
- Schennach, Susanne (2013). "Measurement Error in Nonlinear Models – A Review". In Acemoglu, Daron; Arellano, Manuel; Dekel, Eddie (eds.). Advances in Economics and Econometrics. Cambridge University Press. pp. 296–337.
引咗
[編輯]- ↑ Griliches, Zvi; Ringstad, Vidar (1970). "Errors-in-the-variables bias in nonlinear contexts". Econometrica. 38 (2): 368–370. doi:10.2307/1913020. JSTOR 1913020.
- ↑ Chesher, Andrew (1991). "The effect of measurement error". Biometrika. 78 (3): 451–462. doi:10.1093/biomet/78.3.451. JSTOR 2337015.
- ↑ Carroll, Raymond J.; Ruppert, David; Stefanski, Leonard A.; Crainiceanu, Ciprian (2006). Measurement Error in Nonlinear Models: A Modern Perspective (第Second版). CRC Press. ISBN 978-1-58488-633-4.
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