【1146期】 6月2日计量经济学学术讲座:Confidence Intervals Comparisons for the Slope in Linear Measurement Error Models(郑纪伦,研究员,中研院)

时间:2023-05-22

【主题Confidence Intervals Comparisons for the Slope in Linear Measurement Error Models

【报告人】郑纪伦(研究员,中研院统计科学研究所,中国台湾)

【时间】202362日周五10:00-11:30

【地点】亚搏手机版APP下载701会议室

语言】中文

【摘要】This paper investigates the interval estimation for the slope parameter in linear measurement error model under the identifiability assumption that the ratio of error variances is known. A new confidence interval is proposed. Comparisons of different confidence intervals based on coverage probability and expected length are discussed. A compendium of existing results and new results are presented. Theoretical results are further compared and supported by simulation studies. Some real data examples are also analyzed (This is joint work with Jai-Ren Tsai and Hans Schneeweiss).

 

报告人简介郑纪伦,中研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Journal of the Royal Statistical Society Series BThe Annals of StatisticsJournal of the American Statistical AssociationBiometrikaTechnometricsJournal 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770余次(Google scholar数字)

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