Inference in a linear functional relationship with replications

Autor(es)

Hokama, Julio ^[1] ; Morettin, Pedro ^[2] ; Bolfarine, Heleno ^[2] ; Galea, Manuel ^[3]

Afiliação do(s) autor(es)

^[1] Univ Fed Rural Rio Janeiro, Rio De Janeiro - Brazil

^[2] Univ Sao Paulo, Sao Paulo - Brazil

^[3] Pontificia Univ Catolica Chile, Santiago - Chile

• Tipo de documento: Artigo Científico
• Fonte: BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 35, n. 3, p. 569-589, AUG 2021.
• Citações Web of Science: 0

Resumo

In this paper, we consider a model for data analysis with measurement errors. The main objective of this work is to develop statistical inference tools, such as parameter estimation and hypothesis tests in a linear functional relationship with replicated observations. For this purpose, we use the maximum likelihood method in the presence of incidental parameters, and the unbiased estimating equations approach. Both approaches lead to explicit expressions for the asymptotic covariance matrices of the estimators of the model parameters. A simulation study is performed to assess the empirical behavior of estimators and of a Wald statistic. The methodology is illustrated with a real data set. (AU)

• Processo FAPESP: 18/04654-9 - Séries temporais, ondaletas e dados de alta dimensão
• Beneficiário: Pedro Alberto Morettin
• Modalidade de apoio: Auxílio à Pesquisa - Temático