<div dir="ltr"><strong style="font-family:Arial;font-size:14px">Seminário - Projeto Temático: Modelos de Regressão e Aplicações</strong><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><strong style="font-family:Arial;font-size:14px">Título</strong><span style="font-family:Arial;font-size:14px">: Inference in a structural heteroscedastic calibration model</span><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><strong style="font-family:Arial;font-size:14px">Palestrante</strong><span style="font-family:Arial;font-size:14px">: Mário de Castro, ICMC-USP</span><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><strong style="font-family:Arial;font-size:14px">Quando</strong><span style="font-family:Arial;font-size:14px">: 18 de setembro, sexta-feira, às 11h.</span><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><strong style="font-family:Arial;font-size:14px">Onde</strong><span style="font-family:Arial;font-size:14px">: Auditório Jacy Monteiro, Bloco B, piso térreo - IME-USP</span><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><span style="font-family:Arial;font-size:14px">Resumo. In this talk we deal with inference in an heteroscedastic calibration model. We embrace a multivariate structural model with known diagonal covariance error matrices, which is a common setup when different measurement methods are compared. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators and a graphical device for model checking are also discussed. Test statistics with asymptotic chi-squared distribution are proposed for testing hypotheses of interest. Results of simulations comprising point estimation, interval estimation, and hypothesis testing are reported. An application to a real data set is given.</span><br style="font-family:Arial;font-size:14px"><br style="font-family:Arial;font-size:14px"><span style="font-family:Arial;font-size:14px">Joint work with Manuel Galea (PUC de Chile, Chile).</span><br></div>