Abstract:
We study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider two consistent estimators: Corrected Score (CS) and Quasi
Score (QS) ones. Their relative e?ciency is compared with respect
to asymptotic covariance matrices. We derive expansions of these
matrices for small error variances. It is shown that the QS estimator is more e?cient than the CS one. The polynomial and Poisson
regression models are studied in more detail.
Keywords:Errors-in-variables models, corrected score, quasi score.