M-Testing of Stratum-Wise Model Specification in Complex Survey Data
2011/07/01
研討會日期 : 2011-07-01
時間 : 14:30
主講人 : Professor Shinchi Sakata
地點 : Conference Room B110
演講者簡介 : Shinichi Sakata got his Ph.D. in Economics from University of California, San Diego in 1995. He is currently serving as Assistant Professor of Department of Economics at University of British Columbia. His research field is in econometrics and statistics.
演講摘要 : An economic model is often estimated by using complex survey data. The estimated model is then sometimes used to analyze phenomena in a subpopulation, which is often a stratum in the complex survey design or a union of strata. The validity of such subpopulation-specific analysis hinges on correctness of the model in each of the strata. We propose an implementation of "m-testing" for checking the correct specification in each stratum. We study the behavior of the proposed test via asymptotic analysis.
