Estimation of the linear-linear segmented regression model in the presence of measurement error

Abstract

A simple segmented regression model in which the independent variable is measured with error is considered. The method of moments is used to obtain parameter estimates and the joint asymptotic distribution of the estimators is presented. The small sample properties of the inference procedures based on the asymptotic distribution of the estimators are studied numerically.

Keywords:

• errors in variables model
• piecewise regression models
• method of moments
• least squares estimation

^*Bureau o f the Census, Statistical Research Division , Room 3524-3, Washington, D.C. 20233.

^*Bureau o f the Census, Statistical Research Division , Room 3524-3, Washington, D.C. 20233.

Notes

^*Bureau o f the Census, Statistical Research Division , Room 3524-3, Washington, D.C. 20233.