講座題目：A GMM Approach in Coupling Internal Data and ExternalSummary Information with Heterogeneous Data Populations
主 講 人：威斯康星大學麥迪遜分校邵軍教授
講座時間：2023年12月13日（周三）14：00-15：00
講座地點：6號學院樓402
主辦單位：新葡萄8883官網AMG、浙江省2011“數據科學與大數據分析協同創新中心”
摘要：
Because of advances in data collection and storage, statistical analysis in modernscientific research and practice now has opportunities to utilize external informationsuch as summary statistics from similar studies. A likelihood approach based on aparametric model assumption has been developed in the literature to utilize externalsummary information when the populations for external data and the main internaldata are assumed to be the same. In this article we instead consider the generalizedestimation equation (GEE) approach for statistical inference, which is semiparametricor nonparametric, and show how to utilize external summary information even wheninternal and external data populations are not the same. Our approach is couplingthe internal data and external summary information to form additional estimationequations, and then applying the generalized method of moments (GMM). We showthat the proposed GMM estimator is asymptotically normal and, under some conditions, is more efficient than the GEE estimator without using external summaryinformation. Estimators of asymptotic covariance matrix of the GMM estimators arealso proposed. Simulation results are obtained to confirm our theory and to quantify the improvements from utilizing external data. An example is also included forillustration.
主講人簡介：
邵軍，美國威斯康星大學麥迪遜分校統計系教授，1996年獲美國數理統計學會Fellow，1999年獲美國統計學會Fellow，多次獲得美國自然科學基金，曾擔任美國威斯康星大學麥迪遜分校統計系系主任（2005-2009）、泛華統計學會會長（2007），現兼任美國國家統計局高級研究員，并任美國多家制藥廠的統計顧問，2009年入選“國家-”，現為華東師范大學特聘教授。邵教授曾任JASA、Statistica Sinica副主編，Journal of Multivariate Analysis和Sankhya聯合主編，現任Journal of Nonparametric Statistics主編，Journal of System Science and Complexity聯合主編，2017年聯合創立Statistical Theory and Related Fields并擔任總編輯。邵教授的6本統計學專著和課本之一的《數理統計》已成為數理統計理論名著，并成為北美和中國多個大學的統計學研究生教材。自1987年以來邵教授共發表學術論文180余篇，在重抽樣技術、變量選擇、生物統計和缺失數據的統計處理等方面做了大量的開創性工作。
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