1999 Oct 18 (Mon), 10:30 AM
Professor Hans Schneeweiss
Institute for Statistics University of Munich Ge
An adjusted least squares estimator, introduced by Cheng and Schneeweiss
(1998) for consistently estimating a polynomial regression of any degree with
errors in the variables, is modified such that it shows good resutls in small
samples without losing its asymptotic properties for large samples. Simulation
studies corroborate the theoretical findings. The new method is applied to
analyse a geophysical law relating the depth of earthquakes to their distance
from a trench where one of the earth's plates is submerged beneath another one.
(This is joint work with Chi-Lun Cheng and Markus Thamerus).