Search Results - person:"Cheng, Chi-lun"

Exploring contextual factors from consumer reviews affecting movie sales : an opinion mining approach

Cheng, Li-Chen; Huang, Chi-Lun - In: Electronic commerce research 20 (2020) 4, pp. 807-832

Persistent link: https://www.econbiz.de/10012309229

Bias of the quasi score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - 2003

In a structural error model the structural quasi score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician...

Persistent link: https://www.econbiz.de/10010266234

Total Least Squares and Errors-in-variables Modeling

Van Huffel, Sabine; Cheng, Chi-Lun; Mastronardi, Nicola; … - In: Computational Statistics & Data Analysis 52 (2007) 2, pp. 1076-1079

Persistent link: https://www.econbiz.de/10005130936

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Cheng, Chi-Lun; Kukush, Alexander - In: Metrika 64 (2006) 1, pp. 41-46

Persistent link: https://www.econbiz.de/10005756469

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - In: Journal of Multivariate Analysis 97 (2006) 2, pp. 455-473

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the...

Persistent link: https://www.econbiz.de/10005160383