From the Preface: A new expansion of the celebrated M. Kendall’s “Advanced Theory of Statistics” includes two general central volumes and a series of monographs, each covering some specialized statistical topic. The monograph under review expands the topics covered in Chapter 29 of Volume 2 [M. Kendall and A. Stuart (1979; Zbl 0416.62001), pp. 399-443]. This Chapter 29, entitled “Functional and Structural Relationships” in the fourth edition of Volume 2, is not included in the fifth edition of the central volumes, but instead, is expanded in this monograph, which is designed to provide a comprehensive coverage of measurement error models.
Contents: 1) Introduction to linear measurement error models; 2) Properties of estimates and predictors; 3) Comparing model assumptions and modifying least squares; 4) Alternative approaches to the measurement error model; 5) Linear measurement error model with vector explanatory variables; 6) Polynomial measurement error models; 7) Robust estimation in measurement error models; 8) Additional topics; Appendix. Identification in measurement error models. The Bibliography, with 225 items, covers the period 1877-1999.