报告题目： SEMIPARAMETRIC PARTIAL LINEAR QUANTILE REGRESSION OF LONGITUDINAL DATA WITH TIME VARYING COEFFICIENTS AND INFORMATIVE OBSERVATION TIMES
主讲人：陈雪蓉博士（西南财经大学）
时间：2016年11月14日（周一）2:00 p.m. – 3:30 p.m.
地点：北院卓远楼305
主办单位：统计与数学学院

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.

陈雪蓉博士简介：统计学博士（中科院和云南大学联合培养），乔治城大学和密苏里大学博士后，现为西南财经大学统计研究中心副教授，主要研究领域为分位数回归、非光滑估计方程、生存分析、缺失数据、长度偏差数据、纵向数据、变量选择、药物混合、半参数非参数建模推断。在包括顶级统计学期刊Journal of the American Statistical Association和一流统计学期刊Scandinavian Journal of Statistics，Electronic Journal of Statistics, Statistica Sinica等国际期刊上发表论文数十篇，目前主持国家级课题一项，并参与过多项国家级课题和香港研究资助局课题以及美国国家癌症研究所课题的研究工作，担任过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等期刊的匿名审稿人。