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Homoscedastic controlled calibration model
Author(s) -
Achic Betsabé G. Blas,
Sandoval Mônica C.,
Yoshida Olga Satomi
Publication year - 2007
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/cem.1053
Subject(s) - homoscedasticity , unobservable , calibration , context (archaeology) , variable (mathematics) , statistics , mathematics , fisher information , confidence interval , errors in variables models , value (mathematics) , computer science , econometrics , heteroscedasticity , paleontology , mathematical analysis , biology
Abstract In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre‐fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the measurement errors have equal variances we propose a new calibration model. Likelihood‐based methodology is used to estimate the model parameters and the Fisher information matrix is used to construct a confidence interval for the unknown value of the regressor variable. A simulation study is carried out to asses the effect of the measurement error on the estimation of the parameter of interest. This new approach is illustrated with an example. Copyright © 2007 John Wiley & Sons, Ltd.