The Numerical Effect of Measurement Error in the Explanatory Variables on the Observed Least Squares Estimate

Samprit Chatterjee, Glenn Heller. The Numerical Effect of Measurement Error in the Explanatory Variables on the Observed Least Squares Estimate. SIAM J. Matrix Analysis Applications, 14(3):677-687, July 1993. [doi]

Authors

Samprit Chatterjee

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Glenn Heller

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