This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 413
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
Sponsor: Section for Statistical Programmers and Analysts
Abstract - #306808
Title: Generalized Point Estimation with Application to Small Response Estimation
Author(s): Sam Weerahandi*+
Companies: Pfizer Inc.
Address: , , NJ, ,
Keywords: Mixed Models ; Generalized P-Values ; Bayesian Inference ; Unbiased Estimation

Motivated by a number of drawbacks of classical methods of point estimation, we generalize the definitions of point estimation, and address such notions as unbiasedness and estimation under constraints. The utility of the extension is shown by deriving more reliable estimates for small coefficients of regression models, and for variance components and random effects of mixed models. The extension is in the spirit of generalized confidence intervals introduced by Weerahandi (1993) and should encourage much needed further research in point estimation in unbalanced models, multi-variate models, non-normal models, and non-linear models.

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