Hypotheses testing on a multivariate null intercept errors-in-variables model.

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Noveli, Cibele Maria Russo
Aoki, Reiko
Pinto Junior, Dorival Leão
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Considering the Wald, score and the likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach in this paper, considering the classical approach, we analyze asymptotic test statistics and present & simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu & Koch (1999) and & quality control data set.

Inferência estatística, Regressão linear