Seminar Notice
 
Statistical Laboratory
Iowa State University
 
DATE AND TIME: Monday, October 31, 2005, 4:10 p.m.
 
PLACE: 319 Snedecor
 
SPEAKER: Jiming Jiang, University of California, Davis
 
TITLE: Iterative Estimating Equations for Analysis of Longitudinal Data

 ABSTRACT
 
We propose an iterative estimating equations procedure for analysis of longitudinal data.  We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity.  Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected.  The method applies to semiparametric regression models with unspecified covariances among the observations.  In the special case of linear models, the procedure reduces to iterative reweighted least squares.  An extension of the method incorporating data that is missing informatively is also discussed.  Finite sample performance of the procedure is studied by simulations, and compared with other methods.  A numerical example from a medical study is considered to illustrate the application of the method.
 
This work is joint with Yihui Luan of Peking University and You-Gan Wang of CSIRO Mathematical and Information Sciences, Australia.
 
COFFEE:  3:45 p.m., 104 Snedecor Hall
 
Seminar schedules and abstracts are available via WWW:  http://www.stat.iastate.edu/
 

Jeanette La Grange
Department of Statistics
102 Snedecor
Iowa State University
Ames, IA  50010-1210
515 294-3440 (office)
515 294-4040 (fax)
http://www.stat.iastate.edu/directory/staff/jeanette.html