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Annuncio seminario
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Seminari del Dipartimento di Scienze Statistiche - Universita' di Perugia
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Data: Lunedi' 6 dicembre alle ore 16.00 - Aula Interna del Dipartimento
Speaker: Cristiano Varin - Dipartimento di Scienze Statistiche -
Universita' di Padova
Titolo: Marginal Composite Likelihood Inference in Generalized Linear
Models with Mixed Effects
Riassunto:
In a number of applications, the presence of large sets of
correlated data or the specification of complex models make unfeasible the
use of the likelihood function, since too computationally demanding. One
possibility is to avoid ordinary likelihood methods, or Bayesian
strategies, and to adopt simpler pseudolikelihoods, like those belonging
to the composite likelihood class (Cox & Reid, BKA 2004). A composite
likelihood consists in a combination of valid likelihood objects typically
related to small subsets of data. It has good theoretical properties and
it behaves well in many challenging applications, forexample spatial
statistics, multivariate survival analysis, generalized linear mixed
models, frailty models, genetics.
In this talk, I will illustrate the main properties of composite
likelihood inference with focus on computational aspects. Examples will
include several variant of Generalized Linear Models (GLMs) with mixed
effects: spatial GLMs, dynamic GLMs and crossed effects models.
Tutti gli interessati sono invitati a partecipare. Per informazioni:
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Elena Stanghellini
Dipartimento di Scienze Statistiche
Via A. Pascoli - C.P. 1315 Succ. 1
06100 Perugia (Italy)
Tel +39 075 5855229 or 5855242
Fax +39 075 5855950
email: elena.stanghellini@stat.unipg.it
home page: http://www.stat.unipg.it/DSS/html/elena.html
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