论文信息 - Regression Estimation after Correcting for Attenuation

Regression Estimation after Correcting for Attenuation

Abstract The limiting distribution of the regression coefficients calculated from a correlation matrix that has been corrected for attenuation is obtained. Methods of estimating the covariance matrix of the vector of regression coefficients are presented. Nonnormal regression variables and nondiagonal error matrices are considered. The procedures are illustrated with data on the socioeconomic career.

Michael A. Hidiroglou | Wayne A. Fuller | W. Fuller | M. Hidiroglou

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