A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

An adjusted least squares estimator, introduced by Cheng and
Schneeweiss (1998) for consistently estimating a polynomial
regression of any degree with errors in the variables, is modified
such that it shows good results in small samples without losing its
asymptotic properties for large samples. Simulation studies
corroborate the theoretical findings. The new method is applied to
analyse a geophysical law relating the depth of earthquakes to
their distance from a trench where one of the earth's plates is
submerged beneath another one.