American Statistical Association
New York City
Metropolitan Area Chapter

New York State Psychiatric Institute
at Columbia University Medical Center
Biostatistics Seminar



PROPORTIONAL DENSITY RATIO MODEL

by

Wei-Yann Tsai, Ph.D.
Professor of Biostatistics
Columbia University


Abstract

We propose a semi-parametric proportional density ratio model which relates the covariates and the baseline density function. It can be considered as a semi-parametric version of generalized linear model leaving the distribution unspecified. A parameter estimator is proposed and its asymptotic properties are derived. A small simulation study shows that the proposed estimator performs well compared with the gold-standard parametric maximum likelihood estimators.

Biographical Note

Dr. Wei-Yann Tsai is a Professor of Biostatistics at Columbia University. He received his Ph.D. from the University of Wisconsin-Madison in Statistics. He has authored over 100 peer-reviewed publications and chapters in books. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. His research interests include survival analysis, incomplete data methods and nonparametrics.


Date: Tuesday, September 30, 2008
Time: 3:30 - 4:30 P.M.
Location: New York State Psychiatric Institute
1051 Riverside Drive
6th Floor Multi-Purpose Room (6602)
New York, New York
(Directions)

RESERVATIONS ARE NOT REQUIRED

Refreshments will be served from 3:00 to 3:30 P.M.,
with a reception from 4:30 to 5:00 P.M.


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