Time: 14:30-15:30pm, May. 28th, 2019, Tuesday
Venue: RoomA1514, Science Building, North Zhongshan Road Campus
Spreker: Professor Huazhen Lin, Southwest University of Finance and Economics
Abstract: 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.
Speaker’s Bio：林华珍，教授，博士生导师，西南财经大学统计研究中心主任。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、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。先后是国际统计学权威期刊《Biometrics》、《Scandinavian Journal of Statistics》、《Canadian Journal of Statistics》、《Statistics and Its Interface》、《Statistical Theory and Related Fields》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。
