北京大学数学科学学院概率统计系

伟易博商务统计与经济计量系

题 目：Confidence Intervals Comparisons for the Slope in Linear Measurement Error Models

报告人：Chi-Lun Cheng, Institute of Statistical Science, Academia Sinica, Taiwan

时 间：2010年5月18日下昼2:00-3:00

地 点：理科一号楼1418

摘 要：This paper investigates the interval estimation for the slope parameter in a linear measurement error model under the identifiability assumption that the ratio of error variances is known. Three different confidence intervals are discussed with respect to coverage probability and expected length. Asymptotic and small results are presented. These theoretically derived results are supported and extended by simulation studies. Some real data examples are also analyzed. (This is joint work with Jia-Ren Tsia and Hams Schneeweiss).

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