Inference in multivariate regression models with measurement errors

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dc.catalogadoraba
dc.contributor.authorSandoval Moreno, Gabriela
dc.contributor.authorGalea Rojas, Manuel Jesús
dc.contributor.authorArellano Valle, Reinaldo Boris
dc.date.accessioned2024-04-18T21:39:20Z
dc.date.available2024-04-18T21:39:20Z
dc.date.issued2023
dc.description.abstractMultivariate regression models are helpful in many fields. However, independent variables (covariates or predictors) could be measured with error. That implies the necessity of considering a new kind of model called Multivariate Regression Models with Measurement Error (MRMMEs). This paper aims to carry out a statistical analysis of these models. We include estimation, hypothesis testing, model assessment, and influence diagnostics. Furthermore, besides considering the classical assumption of the normal distribution, we use maximum likelihood for the whole inference process. Finally, we study the developed approach's performance through simulation experiments and re-analyze the human lung function dataset presented in the literature to illustrate the methodology.
dc.fuente.origenSCOPUS
dc.fuente.origenORCID
dc.identifier.doi10.1080/00949655.2023.2166938
dc.identifier.eissn1563-5163
dc.identifier.eissn0094-9655
dc.identifier.issn1563-5163
dc.identifier.scopusidSCOPUS_ID:85147164921
dc.identifier.urihttps://doi.org/10.1080/00949655.2023.2166938
dc.identifier.urihttp://www.tandf.co.uk/journals/titles/00949655.html
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/85245
dc.information.autorucFacultad de Matemáticas; Galea Rojas, Manuel Jesús; 0000-0001-9819-5843; 1008589
dc.information.autorucFacultad de Matemáticas; Arellano Valle, Reinaldo Boris; S/I; 58107
dc.issue.numero12
dc.language.isoen
dc.pagina.final2025
dc.pagina.inicio1997
dc.revistaJournal of Statistical Computation and Simulation
dc.rightsacceso restringido
dc.subjectEM algorithm
dc.subjecthypothesis testing
dc.subjectinfluence diagnostics
dc.subjectinformation matrix
dc.subjectmeasurement errors
dc.subject.ddc000
dc.subject.deweyCiencias de la computaciónes_ES
dc.titleInference in multivariate regression models with measurement errors
dc.typeartículo
dc.volumen93
sipa.codpersvinculados1008589
sipa.codpersvinculados58107
sipa.trazabilidadSCOPUS;02-03-2023
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