Errors-in-variables models

Specification

This specification does not encompass all the existing errors-in-variables models. For example, in some of them, function ${\displaystyle g(\cdot )}$ may be non-parametric or semi-parametric. Other approaches model the relationship between ${\displaystyle y^{*}}$ and ${\displaystyle x^{*}}$ as distributional instead of functional; that is, they assume that ${\displaystyle y^{*}}$ conditionally on ${\displaystyle x^{*}}$ follows a certain (usually parametric) distribution.