1112.1745 (Brandon C. Kelly)
Brandon C. Kelly
I discuss the effects of measurement error on regression and density
estimation. I review the statistical methods that have been developed to
correct for measurement error that are most popular in astronomical data
analysis, discussing their advantages and disadvantages. I describe functional
models for accounting for measurement error in regression, with emphasis on the
methods of moments approach and the modified loss function approach. I then
describe structural models for accounting for measurement error in regression
and density estimation, with emphasis on maximum-likelihood and Bayesian
methods. As an example of a Bayesian application, I analyze an astronomical
data set subject to large measurement errors and a non-linear dependence
between the response and covariate. I conclude with some directions for future
research.
View original:
http://arxiv.org/abs/1112.1745
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