A variance shift model for detection of outliers in the linear measurement error model (Q1724031)

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scientific article; zbMATH DE number 7022311
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    A variance shift model for detection of outliers in the linear measurement error model
    scientific article; zbMATH DE number 7022311

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      A variance shift model for detection of outliers in the linear measurement error model (English)
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      14 February 2019
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      Summary: We present a variance shift model for a linear measurement error model using the corrected likelihood of \textit{T. Nakamura} [Biometrika 77, No. 1, 127--137 (1990; Zbl 0691.62066)]. 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.
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      detection of outliers
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