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Abstract The problem of misclassification is common in epidemiological and clinical research. In some cases, misclassification may be incurred when measuring both exposure and outcome variables. It is well known that validity of analytic results (e.g. point and confidence interval estimates for...
Persistent link: https://www.econbiz.de/10014590594
Determining the number of components in a mixture distribution is of interest to researchers in many areas. In this paper, we investigate the statistical properties of a likelihood ratio test proposed by Lo et al. (Biometrika 88 (2001) 767) for determining the number of components in a normal...
Persistent link: https://www.econbiz.de/10005223950
Bias in parameter estimates can be substantial when heteroscedastic normal mixtures are misspecified as homoscedastic normal mixtures, and vice versa. We show through simulations that the maximum likelihood estimators under the false assumption of equal variances are inconsistent and bias in...
Persistent link: https://www.econbiz.de/10009142766