seminars:stat:170202
Differences
This shows you the differences between two versions of the page.
| seminars:stat:170202 [2017/01/31 19:58] – created sdang | seminars:stat:170202 [2017/01/31 20:01] (current) – sdang | ||
|---|---|---|---|
| Line 1: | Line 1: | ||
| + | <WRAP centeralign>## | ||
| + | |||
| + | ~~META: | ||
| + | <WRAP 70% center> | ||
| + | ^ **DATE: | ||
| + | ^ **TIME: | ||
| + | ^ **LOCATION: | ||
| + | ^ **SPEAKER: | ||
| + | ^ **TITLE: | ||
| + | </ | ||
| + | \\ | ||
| + | |||
| + | <WRAP center box 80%> | ||
| + | <WRAP centeralign> | ||
| + | A heteroscedastic linear regression model is considered where responses | ||
| + | are allowed to be missing at random. An estimator s constructed that matches the | ||
| + | performance of the weighted least squares estimator without the knowledge of the | ||
| + | conditional variance function. This is usually done by constructing an estimator of the | ||
| + | variance function. Our estimator is a maximum empirical likelihood estimator based on | ||
| + | an increasing number of estimated constraints and avoids estimating the variance function. | ||
| + | </ | ||
| + | |||
| + | |||
| + | |||
