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seminars:stat:170202 [2017/01/31 19:58] – created sdangseminars:stat:170202 [2017/01/31 20:01] (current) sdang
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
 +
 +~~META:title =February 26, 2017~~
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, February 2, 2017 |
 +^  **TIME:**|1.15p-2.15p |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Anton Schick, Binghamton University |
 +^  **TITLE:**|Weighted least squares estimation with missing responses: An empirical likelihood approach |
 +</WRAP>
 +\\ 
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP>
 +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.
 +</WRAP>
 +
 +
 +