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Compound and constrained regression analyses for EIV models 15:05 Fri 27 Aug 10 :: Napier LG28 :: Prof Wei Zhu :: State University of New York at Stony Brook
In linear regression analysis, randomness often exists in the independent variables and the resulting models are referred to errors-in-variables (EIV) models. The existing general EIV modeling framework, the structural model approach, is parametric and dependent on the usually unknown underlying distributions. In this work, we introduce a general non-parametric EIV modeling framework, the compound regression analysis, featuring an intuitive geometric representation and a 1-1 correspondence to the structural model. Properties, examples and further generalizations of this new modeling approach are discussed in this talk.
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