Goodness of fit in restricted measurement error models
نویسندگان
چکیده
The restricted measurement error model is employed when certain study variables are not observable by direct measurement and if some information about the unknown regression coefficients is available a priori. In this study, we present a method for checking the goodness of fit in the restricted measurement error model. We obtain the goodness-offit statistics based on the concept of coefficient of determination and their asymptotic distributions are derived. The results of simulations are also presented to demonstrate the finite sample behaviour of the estimators. © 2015 Elsevier Inc. All rights reserved.
منابع مشابه
Stochastic Restricted Two-Parameter Estimator in Linear Mixed Measurement Error Models
In this study, the stochastic restricted and unrestricted two-parameter estimators of fixed and random effects are investigated in the linear mixed measurement error models. For this purpose, the asymptotic properties and then the comparisons under the criterion of mean squared error matrix (MSEM) are derived. Furthermore, the proposed methods are used for estimating the biasing parameters. Fin...
متن کاملRidge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models
In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...
متن کاملساخت و اعتباریابی مقیاس مهارتهای درون فردی و بین فردی زوجها
The purpose of the present study is to develop and evaluate psychometric properties of the Intrapersonal and Interpersonal Skills of Couples Scale (IISCS). In terms of testing, the research method was of descriptive type and the sampled statistical population included married men and women living in the city of Tehran, Iran. In this respect, 470 Iranian married men and women (277 women and 193 ...
متن کاملAn application of Measurement error evaluation using latent class analysis
Latent class analysis (LCA) is a method of evaluating non sampling errors, especially measurement error in categorical data. Biemer (2011) introduced four latent class modeling approaches: probability model parameterization, log linear model, modified path model, and graphical model using path diagrams. These models are interchangeable. Latent class probability models express l...
متن کاملLocal and omnibus goodness-of-fit tests in classical measurement error models.
We consider functional measurement error models, i.e. models where covariates are measured with error and yet no distributional assumptions are made about the mismeasured variable. We propose and study a score-type local test and an orthogonal series-based, omnibus goodness-of-fit test in this context, where no likelihood function is available or calculated-i.e. all the tests are proposed in th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 145 شماره
صفحات -
تاریخ انتشار 2016