Mixture of Normal Distributions in Multivariate Null Intercept Measurement Error Model

Abstract

In this paper we propose the use of a multivariate null intercept measurement error model, where the true unobserved value of the covariate follows a mixture of two normal distributions. The proposed model is applied to a dental clinical trial presented in Hadgu and Koch (1999). A Bayesian approach is considered and a Gibbs Sampler is used to perform the computations.