University of Manitoba

“Quantile Regression with Nominated Samples: An example in Osteoporosis Analysis”

Date: Thursday, September 27, 2018

In this talk, we study quantile regression analysis with maxima or minima nomination sampling designs. These designs are often used to obtain more representative samples from the tails of the underlying distribution using the easy to access rank information during the sampling process. We propose new loss functions to incorporate the rank information of nominated samples in the estimation process. Also, we provide an alternative approach that translates estimation problems with nominated samples to corresponding problems under simple random sampling (SRS). Strategies are given to choose proper nomination sampling designs for a given population quantile. Numerical studies show that quantile regression models with maxima (or minima) nominated samples have higher relative efficiencies compared with their counterparts under SRS for analyzing the upper (or lower) tail quantiles of the distribution of the response variable. Results are then implemented on a large cohort study in the Canadian province of Manitoba to analyze quantiles of bone mineral density using available covariates. We show that in some cases, methods based on nomination sampling designs require about one‐tenth of the sample used in SRS to estimate the lower or upper tail conditional quantiles with comparable mean squared errors. This is a dramatic reduction in time and cost compared with the usual SRS approach.

This is a work in collaboration with Ayilara Olawale and Bill Leslie.

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Important Dates

February 18: Louis Riel Day (University Closed)

February 18 – February 22: Reading Week (No classes)

Upcoming Seminars

Statistics seminar: Aleeza Gerstein: “Levelling up R for Statistical Research and Teaching (Vignettes from RStudio::Conf)” — Thursday, February 28 at 2:45 p.m., P230 Duff Roblin.

Statistics seminar: Jame Fu: “Distribution of number of Levels in [s]-specified random permutation: A finite Markov Chain Imbedding Approach” — Thursday, March 7 at 2:45 p.m., P230 Duff Roblin.

Statistics seminar: Alison Gibbs: “Teaching Statistics in a Data Science World” — Thursday, March 21 at 2:45 p.m., P230 Duff Roblin.

Where are they now?

John Petkau, B.Sc. Mathematics & Statistics (1971)

Mostofa Sarkar, M.Sc. (2012)