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Estimation and variable selection in generalized partially nonlinear models with nonignorable missing responses

发布时间:2018年09月12日 19:49   浏览次数:
报告人 唐年胜 年月 9月
13日

报告题目:Estimation and variable selection in generalized partially nonlinear models with nonignorable missing responses

报告人:唐年胜

报告人单位:云南大学

报告时间:913日(周四)下午14:30-15:30

报告地点:数学学院东409报告厅

邀请人:张伟年

摘要:

Based on the local kernel estimation method and propensity score adjustment method, we develop a penalized likelihood approach to simultaneously select covariates and explanatory variables in the considered parametric respondent model, and estimate parameters and nonparametric functions in generalized partially nonlinear models with nonignorable missing responses. An EM algorithm is proposed to evaluate the penalized likelihood estimations of parameters. The IC$_Q$ criterion is employed to select the optimal penalty parameter. Under some regularity conditions, we show some asymptotic properties of parameter estimators such as oracle property. It can be shown that the proposed local linear kernel estimator of the nonparametric component is an estimator of a least favorable curve. The consistency of the IC$_Q$-based selection procedure is obtained. Simulation studies are conducted, and a real data set is used to illustrate the proposed methodologies.

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