Abstract
In this paper, we consider a model for data analysis with measurement errors. The main objective of this work is to develop statistical inference tools, such as parameter estimation and hypothesis tests in a linear functional relationship with replicated observations. For this purpose, we use the maximum likelihood method in the presence of incidental parameters, and the unbiased estimating equations approach. Both approaches lead to explicit expressions for the asymptotic covariance matrices of the estimators of the model parameters. A simulation study is performed to assess the empirical behavior of estimators and of a Wald statistic. The methodology is illustrated with a real data set.
Funding Statement
The authors acknowledge the partial financial support from Project Puente 001/2019 Direccción de Investigación de la Vicerrectoría de Investigación de la Pontificia Universidad Católica de Chile, Chile (MG), CNPq (JH) and Fapesp 2018/04654-9 (PM).
Citation
Julio Hokama. Pedro Morettin. Heleno Bolfarine. Manuel Galea. "Inference in a linear functional relationship with replications." Braz. J. Probab. Stat. 35 (3) 569 - 589, August 2021. https://doi.org/10.1214/21-BJPS498
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