Calibration by Median Regression

  • Jinsan Yang (Research Institute for Basic Science, Ajou University) ;
  • Lee, Seung-Ho (Department of Mathematics, Ajou University)
  • Published : 1999.06.01

Abstract

Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

Keywords

References

  1. Statistical Prediction Analysis Aitchison, J.;Dunsmroe, J.R.
  2. Communications in Statistics v.B8 no.2 A Revisel Simplex Algorithm for the Absolute Deviation Curve Fitting Problem Armstrong, R.D.;Frome, E.L.;Kung, D.S.
  3. Annals of Mathematical Statistics v.10 The Interpretation of Certain Regressin Methods and Their Use in Biological and Industrial Research Eisenbart, C.
  4. Measurement Error Models Fuller, W.A.
  5. Annals of Statistics v.42 A General Qualitative Definition of Robustness Hampel, F.R.
  6. Journal of the American Statistical Association v.62 The Influence Curve and Its Role in Robust Estimation Hampel, F.R.
  7. Robust Statistics Huber, P.J.
  8. Technometrics v.9 Classical and Inverse Methods of Calibration Krutchkoff, R.G.
  9. Technometrics v.24 An Analysis of the Linear-Calibration Controversy from the Perspective of Compound Estimation Lwin, T.;Maritz, J.S.