Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b Aoki , R. , Bolfarine , H. , Achcar , J. A. , Pinto Jr. , D. L. ( 2003b ). Bayesian analysis of a multivariate null intercept errors-in-variables regression model . Journal of Biopharmaceutical Statistics 13 : 767 – 775 .[Taylor & Francis Online] , [Google Scholar]) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999 Hadgu , A. , Koch , G. ( 1999 ). Application of generalized estimating equations to a dental randomized clinical trial . Journal of Biopharmaceutical Statistics 9 ( 1 ): 161 – 178 .[Taylor & Francis Online] , [Google Scholar]), and a quality control data set.