PLACE: Gilman 1312

SPEAKER:  Yongming Qu, Department of Statistics, Iowa State University

TITLE:  Simulation Bias Adjusted Estimators for the Nonlinear
               Measurement Error Model
 
 

ABSTRACT:

Abstract Estimation of the parameters of the functional nonlinear measurement error
model is considered. An estimation procedure is developed in which Monte Carlo
simulation based on the sample data is used to adjust an initial estimator, such
as the ordinary least squares estimator, for bias. Monte Carlo simulation shows that
the procedure outperforms, or is comparable to, well-known methods such as
simulation extrapolation (SIMEX). An example application of simulation bias adjusted
estimation is given.

COFFEE:  12:40 p.m., 104 Snedecor Hall