| 报告题目： | Corrected-loss Estimation for Quantile Regression with Covariate Measurement Error |
| 报 告 人： | 朱仲义 教授 |
| 复旦大学管理学院教授、博士生导师、中国概率统计学会副理事长、beat365在线官网兼职教授 | |
| 报告时间： | 2012年9月7日上午10:30 |
| 报告地点： | 九龙湖第一报告厅 |
| 相关介绍： | 摘要：We study estimation in quantile regression when covariates are measured with error. Existing work in the literature often requires stringent assumptions, such as spherically symmetric joint distribution of the regression and measurement error variables, or linearity of all quantile functions, which restrict model flexibility and complicates computation. In this paper, we develop a new estimation approach based on corrected scores to account for a class of covariate measurement errors in quantile regression. The proposed method is simple to implement, and its validity only requires linearity of the particular quantile function of interest. In addition, the proposed method does not require any parametric assumptions on the regression error distributions. We demonstrate with simulation study that the proposed estimators are more efficient than existing methods in various models considered. Finally we illustrate the proposed method through the analysis of a dietary data. Key words: Corrected loss function; Laplace; Measurement error; Normal; Quantile regression; Smoothing. |
