The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Measurement Error Model with Skewed Normal Distribution

왜도정규분포 기반의 측정오차모형

  • Heo, Tae-Young (Department of Information Statistics, Chungbuk National University) ;
  • Choi, Jungsoon (Department of Mathematics, Hanyang University) ;
  • Park, Man Sik (Department of Statistics, Sungshin Women's University)
  • Received : 2013.08.30
  • Accepted : 2013.11.18
  • Published : 2013.12.31
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Abstract

This study suggests a measurement error model based on skewed normal distribution instead of normal distribution to identify slope parameter properties in a simple liner regression model. We prove that the slope parameter in a simple linear regression model is underestimated.

본 연구에서는 정규분포 기반이 아닌 왜도정규분포 기반의 측정오차모형을 제시하고 단순선형회귀모형에서의 기울기 계수에 대하여 특성을 파악하였다. 모의실험을 통해 측정오차모형에서 단순선형회귀모형에서의 기울기 계수의 과소추정 및 감쇠의 정도를 보였다.

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References

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