Statistical inference of measurement error models with constraints
In this paper,we consider statistical inference for a linear model with measurement error when exact linear restriction on the parametric component is assumed to hold.We proposed a bias-corrected Lagrange multiplier test statistic,and obtain the constrained bias-corrected least square estimator.Under certain regularity conditions,the asymptotic normality for the estimator are proved.Finally,the numerical simulations are conducted to illustrate the finite sample performance of the proposed methods.
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