2026-04-17T16:40:25Zhttps://recercat.cat/oai/request

oai:recercat.cat:10230/12352025-12-23T02:15:08Zcom_2072_6col_2072_452953

urn:hdl:10230/1235 Fusion of data sets in multivariate linear regression with errors-in-variables Satorra, Albert asymptotic robustness multivariate regression asymptotic efficiency normal theory methods multi--samples errors--in--variables Statistics, Econometrics and Quantitative Methods We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regression models with errors--in--variables, in the case where various data sets are merged into a single analysis and the observable variables deviate possibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possible non--normality of the data, normal--theory methods yield correct inferences for the parameters of interest and for the goodness--of--fit test. The theory described encompasses both the functional and structural model cases, and can be implemented using standard software for structural equations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented. 2017-07-26T12:07:57Z 2017-07-26T12:07:57Z 1996-10-01 2017-07-23T02:02:42Z info:eu-repo/semantics/workingPaper Economics and Business Working Papers Series; 183 L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons http://creativecommons.org/licenses/by-nc-nd/3.0/es/ info:eu-repo/semantics/openAccess