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Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
- Source :
- Braz. J. Probab. Stat. 34, no. 2 (2020), 370-393
- Publication Year :
- 2020
- Publisher :
- Institute of Mathematical Statistics, 2020.
-
Abstract
- This paper studies the measure of symmetry or asymmetry of a continuous variable under the multiplicative distortion measurement errors setting. The unobservable variable is distorted in a multiplicative fashion by an observed confounding variable. First, two direct plug-in estimation procedures are proposed, and the empirical likelihood based confidence intervals are constructed to measure the symmetry or asymmetry of the unobserved variable. Next, we propose four test statistics for testing whether the unobserved variable is symmetric or not. The asymptotic properties of the proposed estimators and test statistics are examined. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimators and test statistics. These methods are applied to analyze a real dataset for an illustration.
- Subjects :
- Statistics and Probability
Observational error
media_common.quotation_subject
05 social sciences
Multiplicative function
Estimator
empirical likelihood
01 natural sciences
Asymmetry
010104 statistics & probability
Empirical likelihood
Confounding variable
Distortion
0502 economics and business
Applied mathematics
Errors-in-variables models
errors-in-variables
0101 mathematics
correlation coefficient
symmetry
050205 econometrics
media_common
Mathematics
Variable (mathematics)
Subjects
Details
- ISSN :
- 01030752
- Volume :
- 34
- Database :
- OpenAIRE
- Journal :
- Brazilian Journal of Probability and Statistics
- Accession number :
- edsair.doi.dedup.....12f95ab9cf0a8a5defe9d2fc4adf1954