Toggle Accessibility Tools

Colloquium - Hira L. Koul

Institution: Michigan State University
Title: Weighted empirical minimum distance estimators in linear errors-in-variables regression models
Date: February 2, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

Abstract:
We develop analogs of a class of weighted empirical minimum distance estimators of the underlying parameters in errors-in-variables linear regression models, when the regression error distribution and the conditional distribution of conditionally centered measurement error, given the surrogate, are symmetric around the origin. This class of estimators is defined as the minimizers of integrals of the square of a certain symmetrized weighted empirical process of the residuals. It includes the least absolute deviation and an analog of the Hodges-Lehmann estimators. We first develop this class of estimators when the distributions of the true covariates and measurement errors are known, and then extend them to the case when these distributions are unknown but validation data is available. An example of the distributions of the errors and covariate is given where the Pitman’s asymptotic relative efficiency of m.d. estimators, relative to the bias corrected LSE, increases to infinity as ME variance increases to infinity.
Findings of a simulation study that is included show significant superiority of some members of the proposed class of estimators over the bias corrected least squares estimator, in finite samples. In particular, the analog of the Hodges-Lehmann estimator is seen to be much more robust against the increasing measurement error variance compared to the bias corrected least squares estimator, when the regression error distribution is t2.

Co-author: Pei Geng, Illinois State University

Click here to view the colloquium flyer

upcoming events

Colloquium - Guan Yu

Institution: State University of New York at Buffalo
Title: Locally Weighted Nearest Neighbor Classifier and Its Theoretical Properties
Date: March 9, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Leszek Gawarecki

Institution: Kettering University
Title: [TBA]
Date: March 16, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Barbara Rudiger

Institution: Wuppertal University, Germany
Title: [TBA]
Date: March 23, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Weijie Su

Institution: Penn State University
Title: [TBA]
Date: March 30, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)