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A GMM Approach in Coupling Internal Data and External Summary Information with Heterogeneous Data Populations
时间:2023年12月18日 14:00 点击数:

报告人:邵军

报告地点:腾讯会议ID:546852803

报告时间:2023年12月21日星期四16:00-17:00

邀请人:郑术蓉

报告摘要:

Because of advances in data collection and storage, statistical analysis in modern scientific research and practice now has opportunities to utilize external information such as summary statistics from similar studies. A likelihood approach based on a parametric model assumption has been developed in the literature to utilize external summary information when the populations for external data and the main internal data are assumed to be the same. In this article we instead consider the generalized estimation equation (GEE) approach for statistical inference, which is semiparametric or nonparametric, and show how to utilize external summary information even when internal and external data populations are not the same. Our approach is coupling the internal data and external summary information to form additional estimation equations, and then applying the generalized method of moments (GMM). We show that the proposed GMM estimator is asymptotically normal and, under some conditions, is more efficient than the GEE estimator without using external summary information. Estimators of asymptotic covariance matrix of the GMM estimators are also proposed. Simulation results are obtained to confirm our theory and to quantify the improvements from utilizing external data. An example is also included for illustration.

主讲人简介:

邵军,美国威斯康星大学麦迪逊分校统计系教授,1996年获美国数理统计学会Fellow,1999年获美国统计学会Fellow,多次获得美国自然科学基金,曾担任美国威斯康星大学麦迪逊分校统计系系主任(2005-2009)、泛华统计学会会长(2007),现兼任美国国家统计局高级研究员,并任美国多家制药厂的统计顾问。邵教授曾任JASA、Statistica Sinica副主编,Journal of Multivariate Analysis和Sankhya联合主编,现任Journal of Nonparametric Statistics主编,Journal of System Science and Complexity联合主编,2017年联合创立Statistical Theory and Related Fields并担任总编辑。邵教授的6本统计学专著和课本之一的《数理统计》已成为数理统计理论名著,并成为北美和中国多个大学的统计学研究生教材。自1987年以来邵教授共发表学术论文180余篇,在重抽样技术、变量选择、生物统计和缺失数据的统计处理等方面做了大量的开创性工作。

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