A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model

Joint Authors

Babadi, Babak
Rasekh, Abdolrahman
Rasekhi, Ali Akbar
Zare, Karim
Zadkarami, Mohammad Reza

Source

Abstract and Applied Analysis

Issue

Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2014-09-14

Country of Publication

Egypt

No. of Pages

9

Main Subjects

Mathematics

Abstract EN

We present a variance shift model for a linear measurement error model using the corrected likelihood of Nakamura (1990).

This model assumes that a single outlier arises from an observation with inflated variance.

The corrected likelihood ratio and the score test statistics are proposed to determine whether the i th observation has an inflated variance.

A parametric bootstrap procedure is used to obtain empirical distributions of the test statistics and a simulation study has been used to show the performance of proposed tests.

Finally, a real data example is given for illustration.

American Psychological Association (APA)

Babadi, Babak& Rasekh, Abdolrahman& Rasekhi, Ali Akbar& Zare, Karim& Zadkarami, Mohammad Reza. 2014. A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1013850

Modern Language Association (MLA)

Babadi, Babak…[et al.]. A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model. Abstract and Applied Analysis No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1013850

American Medical Association (AMA)

Babadi, Babak& Rasekh, Abdolrahman& Rasekhi, Ali Akbar& Zare, Karim& Zadkarami, Mohammad Reza. A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1013850

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-1013850