An insight into linear calibration: univariate case

被引:5
|
作者
Liao, JJZ [1 ]
机构
[1] Merck Res Labs, W Point, PA 19486 USA
关键词
classical estimator; inverse estimator; weighted least-squares; optimal weight; mean squared error (MSE); integrated MSE (IMSE);
D O I
10.1016/S0167-7152(01)00190-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the linear controlled calibration literature, the classical least-squares estimator and the inverse estimator are the two main estimators. These two have different advantages and disadvantages. Investigation of these differences leads us to propose a class of weighted least-squares estimators that includes the classical, the inverse, and the orthogonal-regression approaches as special cases. Instead of pre-choosing the weight, a method is proposed to choose the optimal weight. An example is used to demonstrate the advantages of the new approach. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:271 / 281
页数:11
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