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20191220 林华珍:Regression Analysis with Individual-specific Patterns of Missing Covariates
时间:2019-12-19

报告时间:2019 / 12 / 20(周五)16:00-17:00

报告地点:明德主楼 1016 会议室

报告主题:Regression Analysis with Individual-specific Patterns of Missing Covariates


报告摘要It is increasingly common to collect data from heterogeneous sources in practice. Two major challenges complicate the statistical analysis of such data. First, only a small proportion of units have complete information across all sources. Second, the missing data patterns vary across individuals. Our motivating online-loan data have 93% missing covariates where the missing pattern is individual-specific. The existing regression analysis with missing covariates either are inefficient or require additional modeling assumptions on the covariates. We propose a simple yet efficient iterative least squares estimator of the regression coefficient for the data with individual-specific missing patterns. Our method has several desirable features. First, it does not require any modeling assumptions on the covariates. Second, the imputation of the missing covariates involves feasible one-dimensional nonparametric regressions, and can maximally use the information across units and the relationship among the covariates. Third, the iterative least squares estimate is both computationally and statistically efficient. We study the asymptotic properties of our estimator and apply it to the motivating online-loan data.
*Joint work with Wei Liu, Wei Lan.

个人简介:林华珍 ,博士生导师。西南财经大学统计研究中心主任, 教育部长江学者特聘教授,国家杰出青年科学基金获得者,国家百千万人才工程获得者,享受国务院政府特殊津贴专家,教育部新世纪优秀人才。主要研究方向为非参数方法、转换模型、生存数据分析、函数型数据分析、潜变量分析、时空数据分析、ROC方法、偏态数据分析、捕获-再捕获数据分析,发表学术论文40余篇,其中包括发表在国际统计学四大顶级期刊AoS、JASA、JRSSB、Biometrika和计量经济学顶级期刊JOE上论文若干。先后七次主持国家自然科学基金项目。林华珍教授是国际IMS-China、IBS-CHINA及ICSA-China委员,中国现场统计研究会数据科学与人工智能分会理事长,第九届全国工业统计学教学研究会副会长,中国现场统计研究会多个分会的副理事长。先后是国际统计学期刊《Biometrics》、《Scandinavian Journal of Statistics》、《Journal of Business & Economic Statistics》、《Canadian Journal of Statistics》、《Statistics and Its Interface》、《Statistical Theory and Related Fields》的Associate Editor, 国内核心学术期刊《应用概率统计》、《系统科学与数学》、《数理统计与管理》编委。