[gov3009-l] Gov 3009 April 16: Sekhon

Elizabeth Stuart stuart@stat.harvard.edu
Sun, 13 Apr 2003 14:58:58 -0400 (EDT)

This week's speaker at the Gov 3009 workshop is Jasjeet Sekhon from the
Government Department.  He will be speaking on "Robust Estimation and
Outlier Detection for Overdispersed Multinomial Models of Count Data."  

The full paper can be found at:

  We develop a robust estimator---the hyperbolic tangent (tanh)
  estimator---for overdispersed multinomial regression models of count
  data.  The tanh estimator provides accurate estimates and reliable
  inferences even when the specified model is not good for an unknown
  minority of the data.  Seriously ill-fitted counts---outliers---are
  identified as part of the estimation.  A Monte Carlo sampling
  experiment shows that the tanh estimator produces good results at
  practical sample sizes even when ten percent of the data are
  generated by a significantly different process.  Theoretical results
  suggest that asymptotically the estimator will produce good results
  when up to half of the data are contaminated.  The experiment shows
  that, with contaminated data, estimation fails using four other
  estimators: the nonrobust maximum likelihood estimator, the additive
  logistic model and two SUR models.  Using the tanh estimator to
  analyze data from Florida for the 2000 presidential election matches
  well-known features of the election that the other four estimators
  fail to capture.  In an analysis of data from the 1993 Polish
  parliamentary election, the tanh estimator gives sharper inferences
  than does a previously proposed heteroscedastic SUR model.

Seminar Information:
The seminar meets at noon in Room 22, Center for Basic Research
in Social Sciences (CBRSS, 34 Kirkland St., this is the yellow building
across the street from William James Hall). Contact information, previous
presentations, and the spring schedule may be found at the course web
site: http://www.courses.fas.harvard.edu/~gov3009/.  Lunch is provided.

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Questions?  Please contact the workshop coordinator, Liz Stuart, at