Title of article :
On the skew-normal calibration model
Author/Authors :
C.C. Figueiredo، نويسنده , , H. Bolfarine، نويسنده , , M.C. Sandoval & C.R.O.P. Lima، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric
linear calibration model with the assumption of skew-normally distributed error.A simulation study
is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation
situations. As one application in a real data set, we fitted the model studied in a dimensional
measurement method used for calculating the testicular volume through a caliper and its calibration by
using ultrasonography as the standard method. By applying this methodology, we do not need to transform
the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed
transformation to make the information matrix nonsingular, when the skewness parameter is near zero,
leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the
usual calibration model and the model proposed in this article was evaluated by developing the Akaike
information criterion, Schwarz’s Bayesian information criterion and Hannan–Quinn criterion.
Keywords :
Skew-normal distribution , EM-Algorithm , bias prevention , skewness coefficient , singularity of the information matrix , linear calibration model
Journal title :
JOURNAL OF APPLIED STATISTICS
Journal title :
JOURNAL OF APPLIED STATISTICS