A New Algorithm of Weighted Total Least Squares Estimate of Partial EIV Model Based on an Improved Objective Function

The computation of weighted total least squares (WTLS) estimate of partial EIV model requires more iterations and more computation burden. Therefore, the study has proposed a new algorithm for computing the WTLS estimate of partial EIV model by improving objective function based on the weighted LS principle and applying the differential and inversion transformation of matrix. The results of numerical examples show that the new algorithm requires less iterations and more superior in the sense of computational efficiency.