Asymptotically honest confidence sets for structural errors-in-variables models
结构型变量测量误差模型的渐近诚实置信集
The problem of constructing confidence sets for the structural errors-in-variables model is considered under the assumption that the variance of the error associated with the covariate is known. Previously proposed confidence sets for this model suffer from the problem that they all have zero confidence levels for any sample size, where the confidence level of a confidence set is defined to be the infimum of coverage probability over the parameter space. In this paper we…