Results 1 to 1 of 1

Thread: Regression dilution / errors in variables problem

  1. #1
    Junior Member
    Joined
    Aug 2011
    Posts
    31

    Regression dilution / errors in variables problem

    Consider the following

    y = b0 + x + b2 y(t-1) + e1

    x= b3 x(t-1) + e2

    where e1 and e2 are normal mean zero error terms.

    Now we wish to find d E(y) / d y (t-1) where E(y) is the expectation value for y.

    Now we have

    d E(y) / d y (t-1) = b2 + d E(x) / d y (t-1)

    But how do we find

    d E(x) / d y (t-1) ?

    If not for the b2 y(t-1) term in the first equation we could find it via the standard regression dilution equation.
    Last edited by frustrated; Jun 18th 2019 at 07:05 AM. Reason: clarity
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 0
    Last Post: Mar 23rd 2013, 09:34 PM
  2. Chemistry Dilution problem! Please Help!
    Posted in the Math Topics Forum
    Replies: 2
    Last Post: Dec 11th 2012, 03:16 PM
  3. Dilution Problem
    Posted in the Algebra Forum
    Replies: 7
    Last Post: Aug 3rd 2012, 11:47 AM
  4. Dilution Problem (Probably Separable)
    Posted in the Differential Equations Forum
    Replies: 6
    Last Post: Jan 19th 2011, 02:31 PM
  5. Simple algorithm for errors-in-variables problem?
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: May 11th 2010, 07:34 AM

/mathhelpforum @mathhelpforum