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Combining Independent Studies in a Calibration Problem

 

作者: DarrenJ. Johnson,   K. Krishnamoorthy,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 436  

页码: 1707-1715

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476742

 

出版商: Taylor & Francis Group

 

关键词: Bias;Classical estimator;Confidence set;Controlled experiment;Mean squared error;Prediction experiment

 

数据来源: Taylor

 

摘要:

The problem of calibration in which the response variable is measured bykdifferent methods or using different instruments is considered. It is well known that the usual classical estimator for the unknown explanatory variable has infinite mean and mean squared error whenk= 1. In this article a linear combination of the classical estimators is proposed. It is shown that the combined estimator has finite mean provided thatk≥ 2 and finite mean squared error provided thatk≥ 3. Expressions for asymptotic bias and mean squared error are given. Also, two confidence sets for the unknown exploratory variable are developed sufficient conditions under which they will be finite intervals are given. The results are illustrated by a practical example.

 

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