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Asymptotic relative efficiency of score tests in Weibull models with measurement errors

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Abstract

The main object of this paper is to discuss properties of the score statistics for testing the null hypothesis of no association in Weibull model with measurement errors. Three different score statistics are considered. The efficient score statistics, a naive score statistics obtained by replacing the unobserved true covariate with the observed one and a score statistics based on the corrected score statistics. It is shown that corrected and naive score statistics are equivalent and the asymptotic relative efficiency between naive and efficient score statistics is derived.

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Authors and Affiliations

  1. Departamento de Estatística, IME/USP, Caixa Postal 66281, 05315-970, Sāo Paulo, SP, Brazil

    Patricia Giménez, Enrico A. Colosimo & Heleno Bolfarine

  2. Departamento de Matemática, FCEyN/UNMdP, Funes 3350, CP 7600, Mar del Plata, Bs. As., Argentina

    Patricia Giménez

  3. Departamento de Estatística, ICEx/UFMG, Caixa Postal 702, 30161-970, Belo Horzonte, MG, Brazil

    Enrico A. Colosimo

Authors
  1. Patricia Giménez
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  2. Enrico A. Colosimo
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  3. Heleno Bolfarine
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Giménez, P., Colosimo, E.A. & Bolfarine, H. Asymptotic relative efficiency of score tests in Weibull models with measurement errors. Statistical Papers 47, 461–470 (2006). https://doi.org/10.1007/s00362-006-0298-7

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  • DOI: https://doi.org/10.1007/s00362-006-0298-7

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