Fisher-Score Algorithm of WTLS Estimation for PEIV Model

Considering the non-random elements and the same random elements in different locations of coefficient matrix, the partial errors-in-variables(PEIV) model is stricter than general EIV model. However, the existing weighted total least squares (WTLS) algorithm for PEIV model requires more iteration so that the computation efficiency is reduced. Making using of statistical properties of observations errors and coefficient matrix error, this paper deduces a new computational formula of WTLS estimation for PEIV model based on Fisher-Score algorithm. The numerical results show that the Fisher-Score algorithm takes less iterations and the computation efficiency is enormously promoted.