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Master's Dissertation
DOI
10.11606/D.45.2008.tde-19022013-171605
Document
Author
Full name
Joan Neylo da Cruz Rodriguez
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2008
Supervisor
Committee
Bolfarine, Heleno (President)
Davila, Victor Hugo Lachos
Sandoval, Monica Carneiro
Title in Portuguese
Estimação em modelos funcionais com erro normais e repetições não balanceadas
Keywords in Portuguese
EMV
escore corrigido
Estimador por máxima verossimilhança
simulações
Abstract in Portuguese
Esta dissertação compreende um estudo da eficiência de estimadores dos parâmetros no modelo funcional com erro nas variáveis, com repetições para contornar o problema de falta de identificação. Nela, discute-se os procedimentos baseados nos métodos de máxima verossimilhança e escore corrigido. As estimativas obtidas pelos dois métodos levam a resultados similares.
Title in English
Estimation in functional models by using a normal error and replications unbalanced
Keywords in English
corrected score function
Maximum likelihood estimation
replications unbalanced
Abstract in English
This work is concerned with a study on the efficiency of parameter estimates in the functional linear relashionship with constant variances. Where the lack of identification is resolved of by considering replications. Estimation is dealt with by using maximum likelihood and the corrected score approach. Comparisons between the approaches are illustrated by using simulated data.
 
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Publishing Date
2013-02-27
 
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