给出了多元线性EV模型下协变量具有随机缺失(MAR)时参数的稳健估计方法,并证明了估计的渐近正态性.模拟研究表明估计量在有限样本下具有很好的效果.
A robust method to estimate parameters in multivariate linear errors-in-variables model when the regressors are missing at random (MAR)is proposed.The proposed robust estimator is asymptotically normal. Simulation studies are presented to show that the proposed method performs well with finite samples.