A modified signed likelihood ratio test in elliptical structural models

DOI10.1007/s10182-010-0123-4zbMath1443.62202OpenAlexW2161297651WikidataQ57496515 ScholiaQ57496515MaRDI QIDQ1635012

Silvia L. P. Ferrari, Tatiane F. N. Melo

Publication date: 18 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-010-0123-4

zbMATH Keywords

measurement errorelliptical distributionstructural modelerrors-in-variables modelmodified signed likelihood ratio statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

Small-sample one-sided testing in extreme value regression models ⋮ Improved likelihood ratio tests in a measurement error model for multivariate replicated data ⋮ Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error

Uses Software

• Ox

Cites Work

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• The influence function in the errors in variables problem
• Decomposition and invariance of measures, and statistical transformation models
• On the maximum likelihood estimation of a linear structural relationship when the intercept is known
• Null intercept measurement error regression models
• Elliptical structural models
• Modified signed log likelihood ratio
• Likelihood estimation of a simple linear regression model when both variables have error

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