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Issue 8, 2003
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Detection of analytical bias

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The main object of this paper is to consider maximum likelihood estimators for models used in detection of analytical bias. We consider the regression model proposed in Ripley and Thompson (Analyst, 112, 1987, p. 377) with an EM-type algorithm for computing maximum likelihood estimators and obtain consistent estimators for the asymptotic variance of the maximum likelihood estimators, which seems not to be available in the literature. Wald type statistics are proposed for testing hypothesis related to the bias of the analytical methods with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels. The main conclusion is that proposed approaches in the literature underestimate the covariance matrix of the maximum likelihood estimators. Results of simulation studies and applications to real data sets are reported to illustrate comparisons with other approaches.

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Publication details

The article was received on 20 Dec 2002, accepted on 03 Jun 2003 and first published on 21 Jul 2003

Article type: Paper
DOI: 10.1039/B212547A
Analyst, 2003,128, 1073-1081

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    Detection of analytical bias

    M. Galea-Rojas, M. V. de Castilho, H. Bolfarine and M. de Castro, Analyst, 2003, 128, 1073
    DOI: 10.1039/B212547A

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