Resumo

USUGA, OLGA CECILIA  e  HERNANDEZ, FREDDY. Bayesian Analysis for Errors in Variables with Changepoint Models. Rev.Colomb.Estad. [online]. 2012, vol.35, n.1, pp.15-38. ISSN 0120-1751.

Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the available random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

Palavras-chave : Bayesian analysis; Changepoint models; Errors in variables models.

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