Robust inference in a measurement error model for replicated data

Nome: 
Mário de Castro
Data do Evento: 
sexta-feira, 18 de Maio de 2018 - 14:00
Local do evento
Sala 225
Descrição: 

In this talk we deal with model assessment, estimation, and hypothesis testing in a linear functional relationship for replicated data when the distribution of the measurement errors is the multivariate Student t distribution. Inference is based on the unbiased estimating equations approach. A simple graphical device for model checking is proposed. We also describe how to test some hypotheses of interest on the parameter vector using the Wald statistic. A simulation study is carried out to assess the performance of the estimators and of the Wald statistic. The methodology is applied in the analysis of a data set on measurement methods comparison.