Generalized $M$-Estimators for Errors-in-Variables Regression
Generalized $M$-Estimators for Errors-in-Variables Regression
This paper discusses robust estimation for structural errors-in-variables (EV) linear regression models. Such models have important applications in many areas. Under certain assumptions, including normality, the maximum likelihood estimates for the EV model are provided by orthogonal regression (OR) which minimizes the orthogonal distance from the regression line to the …