|Date:||Thursday, April 6, 2017|
Dynamic regression models, including the quantile regression model and Aalen's additive hazards model, are widely adopted to investigate evolving covariate effects. Yet lack of monotonicity respecting with standard estimation procedures remains an outstanding issue. Advances have recently been made, but none provides a complete resolution. In this talk, we propose a novel adaptive interpolation method to restore monotonicity respecting, by successively identifying and then interpolating nearest monotonicity-respecting points of an original estimator. Under mild regularity conditions, the resulting regression coefficient estimator is shown to be asymptotically equivalent to the original. Our numerical studies have demonstrated that the proposed estimator is much more smooth and may have better finite-sample efficiency than the original as well as, when available as only in special cases, other competing monotonicity-respecting estimators. Illustration with a clinical study is provided.
PIMS lecture: Pauline van den Driessche — Thursday, January 18 at 4 p.m., Robert Schultz Theatre.
Statistics seminar: Depeng Jiang: “Latent Mixture Model for Semi-continuous Longitudinal Outcomes with Non-ignorable Missing” — Thursday, February 8 at 2:45 p.m., 204 Robson Hall.
PIMS lecture: Anna Lubiw — Thursday, February 15 at 4 p.m., Robert Schultz Theatre.