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Title: Linear comparative calibration with correlated measurements (English)
Author: Wimmer, Gejza
Author: Witkovský, Viktor
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 4
Year: 2007
Pages: 443-452
Summary lang: English
Category: math
Summary: The paper deals with the linear comparative calibration problem, i. e. the situation when both variables are subject to errors. Considered is a quite general model which allows to include possibly correlated data (measurements). From statistical point of view the model could be represented by the linear errors-in-variables (EIV) model. We suggest an iterative algorithm for estimation the parameters of the analysis function (inverse of the calibration line) and we solve the problem of deriving the approximate confidence region for the parameters. The confidence limits are derived using the concept of Kenward and Roger [Kenward]. Their performance is investigated by simulation. The simulation results show that under reasonable restrictions the proposed confidence regions are very satisfactory for practical use. (English)
Keyword: linear calibration
Keyword: analysis function
Keyword: regression with errors- in-variables
Keyword: Kenward–Roger type approximation
MSC: 60F05
MSC: 62E10
MSC: 62F10
MSC: 62F25
MSC: 62H12
MSC: 62J05
MSC: 65C60
idZBL: Zbl 1135.62059
idMR: MR2377922
Date available: 2009-09-24T20:25:21Z
Last updated: 2012-06-06
Stable URL:
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