This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
|
Activity Number:
|
412
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
IMS
|
| Abstract - #308857 |
|
Title:
|
Reconstruction of Conditional Expectations for Regression Calibration from the Moment Problem
|
|
Author(s):
|
Charles Hagwood*+
|
|
Companies:
|
National Institute of Standards and Technology
|
|
Address:
|
100 Bureau Dr. Bldg 222 Rm A248, Gaithersburg, MD, 20899,
|
|
Keywords:
|
regression calibration ;
moment problem ;
conditional expectation
|
|
Abstract:
|
Regression calibration originated as a general statistical technique with works by Carroll and Stefanski (1990) and Gleser (1990). It is a method for fitting models when the independent variable or covariate X is measured with error. Measurement error is a common problem that infects many applications. In regression calibration, the noisy independent measurement W is calibrated with E[X|mid W] and the model is fitted using whatever method is appropriate using this replacement for X. An important component of this approach is finding a good estimator of E[X| W]. In this paper, the function E[X| W=w] is estimated using the classical moment problem.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.