Web: https://www.r-bloggers.com/2022/01/riddle-estimate-effect-of-x-on-y-if-you-only-have-two-noisy-measures-of-x/

Jan. 26, 2022, 8:15 a.m. | Economics and R - R posts

R-bloggers r-bloggers.com

Consider the following data generating process:


set.seed(1)

n = 100000

x = rnorm(n)


eta1 = rnorm(n) # measurement error1

noisy1 = x + eta1


eta2 = rnorm(n) # measurement error2

noisy2 = x + eta2


u = rnorm(n)

beta0=0; beta1 = 1

y = beta0+beta1*x + u

...


Continue reading: Riddle: Estimate effect of x on y if you only have two noisy measures of x.

r bloggers

Director, Data Engineering and Architecture

@ Chainalysis | California | New York | Washington DC | Remote - USA

Deep Learning Researcher

@ Topaz Labs | Dallas, TX

Sr Data Engineer (Contractor)

@ SADA | US - West

Senior Cloud Database Administrator

@ Findhelp | Remote

Senior Data Analyst

@ System1 | Remote

Speech Machine Learning Research Engineer

@ Samsung Research America | Mountain View, CA