COMPARISON OF THE SLOPE PARAMETERS IN ERRORS-IN-VARIABLES MODEL

被引：3

作者：

BANSAL, NK

机构：

[1] Department of Mathematics, Statistics, and Computer Science, Marquette University, Milwaukee, WI

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 07期

关键词：

asymptotic distribution; Functional model; likelihood ratio test; perturbation technique; structural model; union-intersection principle;

D O I：

10.1080/03610929008830341

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：

We consider the errors-in-variables model x(j)i = U(j)i + ∊(j)i, Y(j)i = aj U(j)i + bj +(j)i; i = 1,…, nj for j = 1,2. We derive the likelihood ratio test for testing H0: A1= a2 under functional model, when Ui,’s are fixed and unknown. It is shown that the asymptotic distribution of the likelihood ratio test is a scalar multiple of a chi-square distribution. The similar result is obtained under structural model, when U(j)i s are distributed with some unknown arbitrary distribution. We also derive a small sample test statistics for testing h0: ax = a2using a linearizing technique. © 1990 Taylor & Francis Group, LLC. All rights reserved.

引用

页码：2705 / 2716

页数：12

共 15 条

[1]

BANSAL N, 1987, 1987 AM STAT ASS P B, P195

[2]

BANSAL N, 1990, IN PRESS ANN I STATI

[3] EFFICIENT ESTIMATION IN THE ERRORS IN VARIABLES MODEL [J].