Wharton-SMU Research Center

In-House Seminar

Guest Speaker:
Jianhua HUANG
Assistant Professor of Statistics, The Wharton School, University of Pennsylvania

Date & Venue:
Date: 23 June 2004, Wednesday
Time: 4.00pm-5.00pm
Venue: Eu Tong Sen Building, Level 1, Seminar Room 2,
Singapore Management University
469 Bukit Timah Road, Singapore 259756
(Location Map)

Topic:

Semiparametric and Nonparametric Estimation for Longnitudinal Data

About the Seminar:
In this talk he will review some recent work on semiparametric and nonparametric estimation for longitudinal/panel data. The key issue is how to take into account the inter-subject correlation appropriately in statistical analysis. He will show that while it is challenging for the local polynomial kernel based method to yield an efficient estimation procedure, the spline-based method usually gives a simple solution to the problem. In particular, I derive the semiparametric efficient score function and information bound for semiparametric partially linear models. I show that the spline-based estimator is asymptotically normal and achieves the semiparametric efficiency bound when the correct covariance structure is specified. The problems I considered have been motivated by medical research. But the methodology has many potential applications in econometrics.

Chairperson:
Yang Zhenlin
Assistant Professor of Economics and Statistics, School of Economics and Social Sciences, Singapore Management University

Registration:
This seminar is free. Please register early. (Admission on a first-come-first-served basis.)
For registration, please click here (Registration closes on 22 June 2004, Tuesday)

Enquiries:

Ms. Lim Lih Yeng
Email: lylim@smu.edu.sg, Tel: 6822-0197
Ms. Priscilla Cheng
Email: priscillacheng@smu.edu.sg, Tel: 6822-0383