On the skew-normal calibration model


Autoria(s): FIGUEIREDO, C. C.; BOLFARINE, H.; SANDOVAL, M. C.; LIMA, C. R. O. P.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2010

Resumo

In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation situations. As one application in a real data set, we fitted the model studied in a dimensional measurement method used for calculating the testicular volume through a caliper and its calibration by using ultrasonography as the standard method. By applying this methodology, we do not need to transform the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed transformation to make the information matrix nonsingular, when the skewness parameter is near zero, leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the usual calibration model and the model proposed in this article was evaluated by developing the Akaike information criterion, Schwarz`s Bayesian information criterion and Hannan-Quinn criterion.

Brazilian Agency - CNPq

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Identificador

JOURNAL OF APPLIED STATISTICS, v.37, n.3, p.435-451, 2010

0266-4763

http://producao.usp.br/handle/BDPI/30483

10.1080/02664760802715906

http://dx.doi.org/10.1080/02664760802715906

Idioma(s)

eng

Publicador

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

Relação

Journal of Applied Statistics

Direitos

restrictedAccess

Copyright ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

Palavras-Chave #linear calibration model #EM-algorithm #skewness coefficient #skew-normal distribution #singularity of the information matrix #bias prevention #MAXIMUM-LIKELIHOOD #Statistics & Probability
Tipo

article

original article

publishedVersion