POLYNOMIAL REGRESSION WITH HETEROSCEDASTIC MEASUREMENT ERRORS IN BOTH AXES: ESTIMATION AND HYPOTHESIS TESTING
报告人: Chi-Lun Cheng教授,台湾中央研究院
时间:2018-04-26 14:00 ~ 15:00
地点:1303, Science Building 1 (理科1号楼)
Abstract:
This article investigates point estimation and hypothesis testing in a polynomial regression model with heteroscedastic measurement errors present in both response and regressor variables. For point estimation, the adjusted least squares (ALS) method and its modifications are developed. These methods can treat both functional and structural models, and models with or without an equation error. For hypothesis testing, the Wald-type and score-type tests are discussed. Their performance is investigated in a simulation study. Applications of these methods are also illustrated with real datasets.
About the Speaker:
Chi-Lun Cheng(郑纪伦),台湾中央研究院统计科学研究所研究员,1987年博士毕业于The University of Texas at Dallas。研究兴趣包括:稳健统计、测量误差模型,曾担任学术期刊Statistica Sinica 副主编,在The Annals of Statistics、Journal of the Royal Statistical Society Series B、Journal of the American Statistical Association、Biometrika、Technometrics、Journal of Multivariate Analysis等期刊发表数十篇学术论文,并在Oxford University Press出版学术专著《Statistical Regression with Measurement Error》,被引380余次。