Hypothesis testing in an errors-in-variables model with heteroscedastic measurement errors.
In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model's goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease.
de Castro
Mário
M
Instituto de Ciências Matemáticas e de Computação, Universidade de São Paulo, Caixa Postal 668, 13560-970 São Carlos-SP, Brazil. mcastro@icmc.usp.br
Galea
Manuel
M
Bolfarine
Heleno
H
D000465:Algorithms; D015982:Bias; D002318:Cardiovascular Diseases / Q000453:epidemiology; D003627:Data Interpretation, Statistical; D016021:Epidemiologic Studies; D005260:Female; D006801:Humans; D016013:Likelihood Functions; D008297:Male; D008390:Markov Chains; D012307:Risk Factors