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A Parametric Bootstrap Approach for a One-Way Error Component Regression Model with Measurement Errors

Author

Listed:
  • Lili Yue

    (School of Statistics and Data Science, Nanjing Audit University, Nanjing 211815, China)

  • Jianhong Shi

    (School of Mathematics and Computer Science, Shanxi Normal University, Taiyuan 030032, China)

  • Jingxuan Luo

    (School of Statistics, Beijing Normal University, Beijing 100875, China)

  • Jinguan Lin

    (School of Statistics and Data Science, Nanjing Audit University, Nanjing 211815, China)

Abstract

In this paper, a one-way error component regression model with measurement errors is considered. The unknown parameter vector is estimated by using the bias-corrected method, and its corresponding asymptotic properties are also developed. For the hypothesis testing problem of the vector of the coefficient parameter in the model, a parametric bootstrap (PB) method is proposed. Under various sample sizes and parameter configurations, the effectiveness of our proposed PB test method is discussed by using some numerical simulations and a real data analysis.

Suggested Citation

  • Lili Yue & Jianhong Shi & Jingxuan Luo & Jinguan Lin, 2023. "A Parametric Bootstrap Approach for a One-Way Error Component Regression Model with Measurement Errors," Mathematics, MDPI, vol. 11(19), pages 1-13, October.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:19:p:4165-:d:1253623
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    References listed on IDEAS

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    1. Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
    2. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
    3. Cui, Hengjian & Ng, Kai W. & Zhu, Lixing, 2004. "Estimation in mixed effects model with errors in variables," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 53-73, October.
    4. Yang, Yiping & Li, Gaorong & Peng, Heng, 2014. "Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 1-18.
    5. Liwen Xu, 2017. "Parametric bootstrap inferences for the growth curve models with intraclass correlation structure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(7), pages 3308-3320, April.
    6. Longcheen Huwang & Y. Steve Huang & Yi-Hua Tina Wang, 2009. "Uniformly robust tests in errors-in-variables models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 789-810, December.
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