Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...
When both variables are subject to error, a straight line may be fitted by minimizing the sum of squared distances of the observed points to the line. Approximate distributions of the slope of this ...
We derive asymptotic expansions of the distributions of the maximum likelihood (ML) estimator and the ordinary least squares (OLS) estimator in a linear functional relationship model as the sample ...