Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables

Kensuke Aishima

doi:10.1016/j.laa.2023.12.015

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arXiv · 2302.06824

Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables

Kensuke Aishima

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Abstract

In this paper, we construct an estimator of an errors-in-variables linear regression model. The regression model leads to a constrained total least squares problems with row and column constraints. Although this problem can be numerically solved, it is unknown whether the solution has consistency in the statistical sense. The proposed estimator can be constructed by the use of orthogonal projections and their properties, its strong consistency is naturally proved. Moreover, our asymptotic analysis proves the strong consistency of the total least squares solution of the problem with row and column constraints.

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BibTeX RIS

Kensuke Aishima. 2023-02-14. Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables. https://doi.org/10.1016/j.laa.2023.12.015

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