Mon. 4-5, Rm Mth 1308
Eric Slud Statistics Program , Math Department Rm 2314 x5-5469
Interested participants should send email to
Schedule of Talks
Research Focus: A great deal of current research in parametric
and semiparametric statistical
inference is organized around Estimating Equations. This includes
Graduate Prerequisites: To benefit from this research
activity, a graduate student
should have completed Stat 700 and Stat 600-601.
Graduate Program: Graduate students will be involved in
reading and presenting
papers from the statistical literature concerning provable properties of estimators from
Work Schedule: We will meet weekly in the spring of 2008.
Students will choose
from the following list of Topics and Papers (which will regularly be augmented on
this web-page) and present the material in subsequent weeks, after an introductory
couple of weeks' talks by me. Presentations can be informal, but should be detailed
enough and present enough background that we can understand the issues and ideas
clearly. It is expected that many presentations will extend to a second week.
Topics by Keyword:
Chen, Jinbo and Norman Breslow (2004) Semiparametric efficient
estimation for the auxiliary outcome
problem with the conditional mean model Canad. Jour. Statist. 32, 1-14. Click here for pdf.
Diggle, Heagerty, Liang and Zeger book (2002, 2nd ed.) "Analysis of Longitudinal Data"
Fitzmaurice, Laird & Ware (2004) "Applied Longitudinal Analysis"
V. P. Godambe classic paper on optimal estimating equations,
An Optimum Property of Regular Maximum Likelihood Estimation, pp. 1208-1211, Ann. Math. Stat. 31
Stable URL: http://links.jstor.org/sici?sici=0003-4851%28196012%2931%3A4%3C1208%3AAOPORM%3E2.0.CO%3B2-K
Heyde, C. (1997) book, "Quasilikelihood and its Application"
Jiang, Jiming (1999) Conditional inference about generalized
linear mixed models.
Ann. Statist. 27 , 1974-2007. Click here for pdf.
Li, Haihong, Lindsay, Bruce G. and Waterman, Richard P. (2003)
Efficiency of projected
score methods in rectangular array asymptotics. J. Roy. Statist. Soc. Ser. B 65, 191-208.
Huber, P. (1956?) classic paper on M-estimation from Berkeley Symposium
Liang, K. and Zeger, S. (1986) Biometrika paper on GEE's
Lindsay, Bruce, Clogg, C., and Grego, J. (1991)
Semiparametric estimation in the Rasch
model and related exponential response models, including a simple latent class model
for item analysis. J. Amer. Statist. Assoc. 86, 96-107.
Pfeffermann, D. and Sverchkov, M. work on survey data with semiparametrically modelled informative nonresponse
Rotnitzky and Robins papers (some with other co-authors) on
inverse-probability weighted estimating equations for
longitudinal studies (eg AIDS) with informative dropout patterns
Tsiatis book on Estimating Equations
White, Halbert (1982) Maximum likelihood estimation of misspecified
Econometrica 50, no. 1, 1-25.
Schedule of Talks ---
Ryan Janicki, February 4
or McCullagh and Nelder or Heyde book)
Paul Smith, February 11
(based on 1986 GEE paper of Liang & Zeger, plus Diggle et al. Longitudinal data book)
Eric Slud, February 18
(based on papers of D. Pfeffermann, especially joint work with M. Sverchkov)
Benjamin Kedem, February 25
(using Heyde Quasilikelihood book), Ziliang Li, March 24 and 31
For a copy of the slides from the first of these two talks, click here.
in the presence of missing data, Guangyu Zhang, April 7
double-sampling designs April 14
estimating-equation-based model selection using the background reference
Knight, K. and Fu, W. (2000). Asymptotics for Lasso-Type Estimators,
Annals of Statistics, 28, 1356-1378.
© Last updated April 24, 2008.