Detection of analytical bias
文献情報
Márcio V. de Castilho, Heleno Bolfarine, Mário de Castro
The main object of this paper is to consider maximum likelihood estimators for models used in detection of analytical bias. We consider the regression model proposed in Ripley and Thompson (Analyst, 112, 1987, p. 377) with an EM-type algorithm for computing maximum likelihood estimators and obtain consistent estimators for the asymptotic variance of the maximum likelihood estimators, which seems not to be available in the literature. Wald type statistics are proposed for testing hypothesis related to the bias of the analytical methods with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels. The main conclusion is that proposed approaches in the literature underestimate the covariance matrix of the maximum likelihood estimators. Results of simulation studies and applications to real data sets are reported to illustrate comparisons with other approaches.
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