Tagged Questions

2
votes
1answer
101 views

Measurement error in dependent variable (type I or II error)

This source claims that measurement error in the dependent variable leads to more type I errors (page 2, 4th line of text). However I thought that higher variance of residuals --> larger elements of ...
3
votes
1answer
78 views

Choosing a robust estimator to account for measurement error in dependent variable

I have cross-sectional regression model $\hat{Y}_i = a + bX_i + e_i$ estimated over 200 cross-sectional observations. The $\hat{Y}_i$'s were generated in 200 time series regressions, and so has ...
5
votes
2answers
116 views

How to model the relationship between geocoded and ungeocoded sales data?

I am trying to model sales data for stores at the Census block group level in order to predict sales at potential new restaurants. For example, I know that store 2, which has a giant flashing neon ...