Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

Considering the Wald, score, and 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 article, considering the classical approach, we analyze asymptotic test statistics and present a 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 and Koch (1999), and a quality control data set.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

Hypothesis testing in an errors-in-variables model with heteroscedastic measurement errors

In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.

Influence Assessment in an Heteroscedastic Errors-in-Variables Model

The main goal of this article is to consider influence assessment in models with error-prone observations and variances of the measurement errors changing across observations. The techniques enable to identify potential influential elements and also to quantify the effects of perturbations in these elements on some results of interest. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease.

Bayesian Analysis for Errors in Variables with Changepoint Models

Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

Least squares regression with errors in both variables: case studies

Analytical curves are normally obtained from discrete data by least squares regression. The least squares regression of data involving significant error in both x and y values should not be implemented by ordinary least squares (OLS). In this work, the use of orthogonal distance regression (ODR) is discussed as an alternative approach in order to take into account the error in the x variable. Four examples are presented to illustrate deviation between the results from both regression methods. The examples studied show that, in some situations, ODR coefficients must substitute for those of OLS, and, in other situations, the difference is not significant.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

Studies on the propagation of errors in physical oceanographic computations

The results of an investigation on the limits of the random errors contained in the basic data of Physical Oceanography and their propagation through the computational procedures are presented in this thesis. It also suggest a method which increases the reliability of the derived results. The thesis is presented in eight chapters including the introductory chapter. Chapter 2 discusses the general theory of errors that are relevant in the context of the propagation of errors in Physical Oceanographic computations. The error components contained in the independent oceanographic variables namely, temperature, salinity and depth are deliniated and quantified in chapter 3. Chapter 4 discusses and derives the magnitude of errors in the computation of the dependent oceanographic variables, density in situ, gt, specific volume and specific volume anomaly, due to the propagation of errors contained in the independent oceanographic variables. The errors propagated into the computed values of the derived quantities namely, dynamic depth and relative currents, have been estimated and presented chapter 5. Chapter 6 reviews the existing methods for the identification of level of no motion and suggests a method for the identification of a reliable zero reference level. Chapter 7 discusses the available methods for the extension of the zero reference level into shallow regions of the oceans and suggests a new method which is more reliable. A procedure of graphical smoothening of dynamic topographies between the error limits to provide more reliable results is also suggested in this chapter. Chapter 8 deals with the computation of the geostrophic current from these smoothened values of dynamic heights, with reference to the selected zero reference level. The summary and conclusion are also presented in this chapter.