报告名称：A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse

主办单位：永利集团88304官网

报告专家：刘展

专家所在单位：永利集团88304官网

报告时间：2020年9月11日10:00-11:00

报告地点：永利集团88304官网203室

专家简介：刘展，博士，副教授，硕士生导师，现为永利集团88304官网老师，中国商业统计学会理事。2004、2007年于永利集团88304官网在线登录分别获数学与应用数学学士学位和数学教育硕士学位。2017年于中国人民大学获统计学博士学位。2016年8月到2017年3月在美国马里兰大学JPSM进行学习与研究（国家联合培养博士）。2018年5月到2020年8月期间多次到香港中文大学、香港大学从事研究工作。主要研究领域为抽样推断、缺失数据、分布式优化方法。主持国家社会科学基金项目、全国统计科学研究项目和省部级基金项目多项，已在国内外重要学术期刊上发表论文30余篇。

报告摘要：Analysis of data with nonignorable nonresponse is an important and challenging task.Although some methods have been developed for inference under nonignorable nonresponse, they are only available for independent data.In this paper, we develop a two-stage propensity score adjustment method to estimate longitudinal time series models with nonignorable missingness.In particular, the response probability or propensity score is first estimated via solving the mean score equation based on the observed sample.Then, the inverse propensity scores are employed to conduct weighting adjustment for a composite likelihood based estimation.The propensity scores weighted estimation equations are shown to yield consistent and asymptotic normal estimators.Simulation studies and application to AIDS Clinical Trial data are presented to evaluate the performance of the proposed method.

邀请人：郑大彬