请教：errors-in-variables

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什么叫errors-in-variables呀？是变量错误吗？还是计量错误？还是别的什么？多谢指教！

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关键词：Variables Variable Errors Error ABLE

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economic data often have measurement error.It may be caused by ambiguous question or intentionally false responses.If a question of survey is do you drink when you drive?will you response truely?Of couse not.

现在大概理解，应该是“变量选择错误”的意思吧。

路过蜻蜓 发表于 2005-3-5 16:19
什么叫errors-in-variables呀？是变量错误吗？还是计量错误？还是别的什么？多谢指教！

Measurement errors would be better understandable. Usually it refers to covariates (X variables) containing random or not random measurement errors. In this case, OLS assumption of E(x * e)=0 is no longer true.

是变量含有测量误差的意思！