Covariance modelling: recent developments Seminar
- Date:
- 29 November 2012
- Venue:
- Building 58 Room 1023
For more information regarding this seminar, please email Mrs Jane Revell at j.revell@southampton.ac.uk .
Event details
Statistics research seminars
Abstract
When analysing longitudinal/correlated data, misspecification of covariance structures may lead to very inefficient estimators of parameters in the mean. In some circumstances, e.g., when missing data are present, it may result in very biased estimators of the mean parameters. Hence, correct models for covariance structures play a very important role in statistical inferences. Like the mean, covariance structures can be modelled using linear or nonlinear regression model strategy. Various estimation methods were proposed recently to model the mean and covariance structures, simultaneously. In this talk, I will review those methods on joint modelling of the mean and covariance structures for longitudinal data, including linear, nonparametric regression models.
Speaker information
Professor Jianxin Pan , Manchester University. Head of Probability and Statistics Group