Hypotheses testing for error-in-variables models

被引：7
|
作者：
Gimenez, P
Bolfarine, H
Colosimo, EA
机构：
[1] USP, IME, Dept Estatist, BR-01452990 Sao Paulo, SP, Brazil
[2] UNMDP, FCEYN, Dept Matemat, RA-7600 Mar Del Plata, Buenos Aires, Argentina
[3] Univ Fed Minas Gerais, ICEx, Dept Estatist, BR-30161970 Belo Horizonte, MG, Brazil
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2000年 / 52卷 / 04期
关键词：
asymptotic tests; comparative calibration; consistent estimator; measurement error; naive test;
D O I：
10.1023/A:1017525326525
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, hypotheses testing based on a corrected score function are considered. Five different testing statistics are proposed and their asymptotic distributions are investigated. It is shown that the statistics are asymptotically distributed according to the chisquare distribution or can be written as a linear combination of chisquare random variables with one degree of freedom. A. small scale numerical Monte Carlo study is presented in order to compare the empirical size and power of the proposed tests. A comparative calibration example is used to illustrate the results obtained.
引用
收藏
页码：698 / 711
页数：14
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