時(shí) 間:下午3:30
地 點(diǎn):北院卓遠(yuǎn)樓305會(huì)議室
主講人:潘建新教授
Title: Case-deletion Diagnostics for Linear Mixed Models
Abstract:
Statistical diagnostics for linear mixed models is always challenging because of the complexity of the models when considering detection of outliers and identification of influential subjects/observations. Little work was done in the literature and lots of efforts have to be made for the research topics. Based on the Q-function, the conditional expectation of the logarithm of the joint-likelihood between responses and random effects, we propose a case-deletion approach to identify influential subjects and influential observations in linear mixed models. The models considered here are very broad in the sense that any covariance structures can be specified in the covariance matrices of the random effects and random errors. Analytically explicit forms of diagnostic measures for the fixed effects and variance components are provided. Comparisons with existing methods, including likelihood-based case-deletion and local influence methods, are made. Numerical results, including real data analysis and simulation studies, are presented for both illustration and comparison.
潘建新,,英國(guó)曼徹斯特大學(xué)數(shù)學(xué)學(xué)院統(tǒng)計(jì)系教授,,我校統(tǒng)計(jì)與數(shù)學(xué)學(xué)院特聘教授,。于1996年在香港浸會(huì)大學(xué)獲統(tǒng)計(jì)學(xué)博士學(xué)位,。其研究方向包括縱向數(shù)據(jù)分析,、生存數(shù)據(jù)分析,、廣義估計(jì)方程,、生長(zhǎng)曲線模型、均值與方差的同時(shí)建模,,缺失數(shù)據(jù)問(wèn)題及統(tǒng)計(jì)診斷,。潘建新教授致力于統(tǒng)計(jì)方法的研究及其在生物、醫(yī)學(xué)及金融領(lǐng)域內(nèi)的應(yīng)用研究,。2002年在Springer出版社出版《生長(zhǎng)曲線模型及統(tǒng)計(jì)診斷》專著(英文版,;與方開(kāi)泰教授合著)。目前擔(dān)任Biometrics雜志編委(Associated Editor),。