Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions

被引:5
作者
Cao, Chunzheng [1 ,2 ]
Wang, Yahui [1 ]
Shi, Jian Qing [3 ]
Lin, Jinguan [4 ]
机构
[1] Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China
[2] Seoul Natl Univ, Dept Stat, Seoul 151742, South Korea
[3] Univ Newcastle, Sch Math & Stat, Newcastle NE1 7RU, England
[4] Nanjing Audit Univ, Dept Stat, Nanjing 211815, Jiangsu, Peoples R China
基金
美国国家科学基金会;
关键词
EM algorithm; Equation error; Food intakes by individuals; Replicated measurement; Robustness; Scale mixtures of skew-normal distributions; LINEAR MIXED MODELS; SKEW-ELLIPTIC DISTRIBUTIONS; LOCAL INFLUENCE ANALYSIS; SCALE MIXTURES; STRUCTURAL RELATIONSHIP; INFLUENCE DIAGNOSTICS; MAXIMUM-LIKELIHOOD; CONSUMPTION; VARIABLES; CALIBRATION;
D O I
10.1007/s10614-017-9702-8
中图分类号
F [经济];
学科分类号
02 ;
摘要
Replicated data with measurement errors are frequently presented in economical, environmental, chemical, medical and other fields. In this paper, we discuss a replicated measurement error model under the class of scale mixtures of skew-normal distributions, which extends symmetric heavy and light tailed distributions to asymmetric cases. We also consider equation error in the model for displaying the matching degree between the true covariate and response. Explicit iterative expressions of maximum likelihood estimates are provided via the expectation-maximization type algorithm. Empirical Bayes estimates are conducted for predicting the true covariate and response. We study the effectiveness as well as the robustness of the maximum likelihood estimations through two simulation studies. The method is applied to analyze a continuing survey data of food intakes by individuals on diet habits.
引用
收藏
页码:531 / 553
页数:23
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