報(bào)告題目： SEMIPARAMETRIC PARTIAL LINEAR QUANTILE REGRESSION OF LONGITUDINAL DATA WITH TIME VARYING COEFFICIENTS AND INFORMATIVE OBSERVATION TIMES
主講人：陳雪蓉博士（西南財(cái)經(jīng)大學(xué)）
時(shí)間：2016年11月14日（周一）2:00 p.m. – 3:30 p.m.
地點(diǎn)：北院卓遠(yuǎn)樓305
主辦單位：統(tǒng)計(jì)與數(shù)學(xué)學(xué)院
摘要： Regression analysis of longitudinal data has been a popular topic in many fields for long time. However, only limited research exists for the case where observation times may be informative and for quantile regression of longitudinal data. In particular, to our knowledge, there does not exist any established method for quantile regression of longitudinal data with informative observation times, the focus of this paper. More specifically, we discuss this problem and present a semiparametric partial linear model with time-varying coefficients. For estimation, B-splines are used to approximate the time-varying coefficients and in addition to the estimation approach, model checking and selection procedures are also provided. The latter can be used to determine the covariates that indeed have time-varying effects on the longitudinal process of interest. The proposed method can identify the underlying true model structure and estimate the parameters simultaneously. Also we establish the convergence rate of the proposed estimators and the asymptotic normality of the estimated time-independent regression parameters. For the assessment of the finite sample performance of the proposed methods, an extensive simulation study is conducted and suggests that they work well for practical situations. They are applied to a set of longitudinal medical cost data on chronic heart failure patients that motivated this study.
陳雪蓉博士簡介：統(tǒng)計(jì)學(xué)博士（中科院和云南大學(xué)聯(lián)合培養(yǎng)）,，喬治城大學(xué)和密蘇里大學(xué)博士后,，現(xiàn)為西南財(cái)經(jīng)大學(xué)統(tǒng)計(jì)研究中心副教授,，主要研究領(lǐng)域?yàn)榉治粩?shù)回歸,、非光滑估計(jì)方程,、生存分析、缺失數(shù)據(jù),、長度偏差數(shù)據(jù)、縱向數(shù)據(jù),、變量選擇,、藥物混合、半?yún)?shù)非參數(shù)建模推斷,。在包括頂級(jí)統(tǒng)計(jì)學(xué)期刊Journal of the American Statistical Association和一流統(tǒng)計(jì)學(xué)期刊Scandinavian Journal of Statistics,，Electronic Journal of Statistics, Statistica Sinica等國際期刊上發(fā)表論文數(shù)十篇，目前主持國家級(jí)課題一項(xiàng),，并參與過多項(xiàng)國家級(jí)課題和香港研究資助局課題以及美國國家癌癥研究所課題的研究工作,，擔(dān)任過Journal of the American statistical Association，Scandinavia Journal of Statistics,，Biometrics,，Journal of Multivariate Analysis,，Journal of Nonparametric Statistics和Statistics, American Journal of Biostatistics等期刊的匿名審稿人。
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