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  • 统计与管理学院2018年学术报告第29期

    【主 题】 A New Approach of Multilevel Modelling for Clustered Survival Data

    【报告人】 Wenyang Zhang  教授

    University of York, UK

    【时 间】 2018年07月02日(星期一)16:00-17:00

    【地 点】 上海财经大学统计与管理学院大楼1208会议室

    摘 要】In multilevel modelling for clustered survival data, to account for the difference among different clusters, a commonly used approach is to introduce cluster effects, either random or fixed, in the modelling.  The modelling with random effects may lead to difficulties in the implementation of the estimation procedure for the unknown parameters of interest, because numerical computation for multiple integral may become unavoidable when the cluster effects are not scalars.On the other hand, if fixed effects are used, there would be a danger of having estimators with big variances, because there are too many nuisance parameters involved in the model used. In this talk, I will show a new approach of multilevel modelling for clustered survival data.The proposed modelling does not have the potential computational problem which the modelling with random effects does, it also involves far less unknown parameters than the modelling with fixed effects.  Some asymptotic properties of the proposed modelling and intensive simulation study results will be presented to demonstrate the advantage of the proposed method. Finally, I will apply the proposed method to analyse a data set about the second-birth interval in Bangladesh. The findings are quite interesting.