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Readme file
SERIES
B
Statistical
Methodology
Measurement error modelling with an approximate instrumental variable,
P. Gustafson
volume 69 (2007), 797–815
The complete results for the empirical comparisons in Section 2.2 are available at:
http://www.stat.ubc.ca/~gustaf/aivpage.html
The ASCII file "analyze.q" is a self-contained and documented R
function to evaluate the large-sample bias for a given point in the
parameter space and a given choice of hyperparameters.
The ASCII file "scriptA.q" is the R code used to generate Figure 1 and
the additional figures, via calls to analyze().
Paul Gustafson
Department of Statistics
University of British Columbia
333-6356 Agricultural Road
Vancouver
British Columbia
V6T 1Z2
Canada
E-mail: gustaf@stat.ubc.ca
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Journals
SERIES
A
Statistics
in Society
SERIES
B
Statistical
Methodology
SERIES C
Applied Statistics
SERIES D
The
Statistician
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