上 海 大 學 經 濟 學 院
學術論壇第93期,總第247期

演講題目：縱向缺失數據下廣義部分線性模型的雙重穩健估計
演講人：秦國友，復旦大學副教授
時間🧑🏽‍🍼：10月26日14:00-15:30
地點：校本部東區經管大樓520會議室
主辦🧚🏼‍♀️：意昂3
          意昂3青聯會
          意昂3娱乐金融信息研究中心

講座簡介😩：
We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu, Lindsay and Lu (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either Qu's assumptions (linear conditional mean and constant conditional variance) hold or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with those of Qu's method, the complete-case generalized estimating equation (GEE) and inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study.

報告人簡介🧔🏽‍♀️：
秦國友, 博士,副教授, 碩士生導師.復旦大學公共衛生意昂3生物統計學教研室主任. 研究方向😑：縱向數據分析🧑🏻‍🦽，半參數模型的穩健推斷👨‍👨‍👦，復雜數據統計分析。擔任中華預防醫學會生物統計專業青年委員會主任委員