Abstract Details
Activity Number:
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428
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Type:
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Contributed
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Date/Time:
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Tuesday, August 6, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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Biopharmaceutical Section
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Abstract - #308206 |
Title:
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Quasi-Likelihood-Based Focused Information Criterion and Frequentist Model Averaging for Longitudinal Data
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Author(s):
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Hui Yang*+ and Guohua Zou and Hua Liang
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Companies:
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and Chinese Academy of Sciences and University of Rochester
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Keywords:
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Focus parameter ;
Local misspecification ;
Quasi-likelihood ;
Quasi-score function ;
Smoothing QFIC ;
Model averaging
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Abstract:
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In this paper, we study model selection and model averaging for longitudinal data when their distribution is unnecessarily specified. We develop a focused information criterion (QFIC) and a frequentist model average (QFMA) estimator on the basis of quasi-score function. We further examine the impacts of various weights on model averaging estimates, and give a suggestion for what weight is preferable from numerical prospects. Simulation studies provide evidence on the superiority of the proposed procedures. The procedure is further applied to a real data example.
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Authors who are presenting talks have a * after their name.
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