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Bayesian analysis for a skew extension of the multivariate null intercept measurement error model

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Listed:
  • V. G. Cancho
  • Reiko Aoki
  • V. H. Lachos

Abstract

Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in-variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

Suggested Citation

  • V. G. Cancho & Reiko Aoki & V. H. Lachos, 2008. "Bayesian analysis for a skew extension of the multivariate null intercept measurement error model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(11), pages 1239-1251.
    • Handle: RePEc:taf:japsta:v:35:y:2008:i:11:p:1239-1251
    DOI: 10.1080/02664760802319667
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    References listed on IDEAS

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    1. Reiko Aoki & Hereno Bolfarine & Julio Singer, 2001. "Null intercept measurement error regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 441-457, December.
    2. Filidor Labra & Reiko Aoki & Heleno Bolfarine, 2005. "Local influence in null intercept measurement error regression under a student_t model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 723-740.
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    Cited by:

    1. Filidor Vilca-Labra & Reiko Aoki & Camila Zeller, 2011. "Hypotheses testing for structural calibration model," Statistical Papers, Springer, vol. 52(3), pages 553-565, August.

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