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
Pages :
17
From page :
435
To page :
451
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
Serial Year :
2010
Journal title :
JOURNAL OF APPLIED STATISTICS
Record number :
712403
Link To Document :
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