Finite sample properties of the QME
2004 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, Vol. 33, no 3, 567-583 p.Article in journal (Refereed) Published
Bias and MSE of the QME are studied by means of simulation. A bootstrap estimator of the QME covariance matrix is also included in the study. The simulation is based on travel distances reported in the Swedish Travel Habit Survey. The results are in accordance with the asymptotic properties of the QME. For example, the QME is better than other suggested estimators under asymmetric distributions of the error term. The results also suggest that the bootstrap technique is potentially useful for estimation of the QME covariance matrix.
Place, publisher, year, edition, pages
2004. Vol. 33, no 3, 567-583 p.
Truncated regression, semi-parameteric estimators, simulation, bootstrap, covariance matrix estimation
IdentifiersURN: urn:nbn:se:umu:diva-4604DOI: 10.1081/SAC-200033267OAI: oai:DiVA.org:umu-4604DiVA: diva2:143767