**Mon. 4-5, Rm Mth 1308
Spring '08**

**Eric
Slud
Statistics Program ,
Math Department
Rm 2314 x5-5469**

Interested participants should send email to
**evs@math.umd.edu**

**Research Focus:** A great deal of current research in parametric
and semiparametric statistical

inference is organized
around Estimating Equations. This includes

plus many other topics. We will study papers from a few of these areas, focusing in areas of

interest to the RIT attendees.

**Graduate Prerequisites:** To benefit from this research
activity, a graduate student

should have completed Stat 700
and Stat 600-601.

**Graduate Program:** Graduate students will be involved in
reading and presenting

papers from the statistical literature
concerning provable properties of estimators from

Estimating
Equations.

**Work Schedule:** We will meet weekly in the spring of 2008.
Students will choose

from the following list of Topics and Papers
(which will regularly be augmented on

this web-page) and present
the material in subsequent weeks, after an introductory

couple of
weeks' talks by me. Presentations can be informal, but should be
detailed

enough and present enough background that we can
understand the issues and ideas

clearly. It is expected that
many presentations will extend to a second week.

**Topics by Keyword:
**

Chen, Jinbo and Norman Breslow (2004) * Semiparametric efficient
estimation for the auxiliary outcome
problem with the conditional mean model* Canad.
Jour. Statist.

Diggle, Heagerty, Liang and Zeger book (2002, 2nd ed.) "Analysis of Longitudinal Data"

Fitzmaurice, Laird & Ware (2004) "Applied Longitudinal Analysis"

V. P. Godambe classic paper on optimal estimating equations,

*An Optimum
Property of Regular Maximum Likelihood Estimation*, pp. 1208-1211, Ann.
Math. Stat. **31**

Stable URL: http://links.jstor.org/sici?sici=0003-4851%28196012%2931%3A4%3C1208%3AAOPORM%3E2.0.CO%3B2-K

Heyde, C. (1997) book, "Quasilikelihood and its Application"

Jiang, Jiming (1999) *Conditional inference about generalized
linear mixed models.*

Ann. Statist. **27** , 1974-2007. Click here for pdf.

Li, Haihong, Lindsay, Bruce G. and Waterman, Richard P. (2003)
*Efficiency of projected
score methods in
rectangular array
asymptotics. *J. Roy. Statist. Soc. Ser. B

Huber, P. (1956?) classic paper on M-estimation from Berkeley Symposium

Liang, K. and Zeger, S. (1986) Biometrika paper on GEE's

Lindsay, Bruce, Clogg, C., and Grego, J. (1991)
*Semiparametric estimation in the Rasch
model and related
exponential response models, including a simple latent class
model for item
analysis. *J. Amer. Statist. Assoc.

Pfeffermann, D. and Sverchkov, M. * work on survey data with
semiparametrically modelled informative nonresponse*

Rotnitzky and Robins papers (some with other co-authors) on
inverse-probability weighted estimating equations for

longitudinal
studies (eg AIDS) with informative dropout patterns

Tsiatis book on Estimating Equations

White, Halbert (1982) *Maximum likelihood estimation of misspecified
models.*

Econometrica **50**, no. 1, 1-25.

**Organizational meeting:**January 28**Misspecified estimating equations**(based on Halbert White paper)

Ryan Janicki, February 4**Quasilikelihood in GLM's**(based on Wedderburn or McCullagh papers,

or McCullagh and Nelder or Heyde book)

Paul Smith, February 11**GEE's or Longitudinal-data extension of GLM Estimating Equations**

(based on 1986 GEE paper of Liang & Zeger, plus Diggle et al. Longitudinal data book)

Eric Slud, February 18**Estimating equations for sample survey data with informative nonresponse**

(based on papers of D. Pfeffermann, especially joint work with M. Sverchkov)

Benjamin Kedem, February 25**Estimating equations & projections**Abram Kagan, March 3 & 10**Estimating equations in stochastic process settings**

(using Heyde Quasilikelihood book), Ziliang Li, March 24 and 31**For a copy of the slides from the first of these two talks,****click here**.

**Robins papers on "double robustness" of estimating equations**, Guangyu Zhang, April 7

in the presence of missing data**Tongtong Wu on her own work with estimating equation in**April 14

double-sampling designs**Ryan Janicki**, more on misspecified estimating equations, April 21**No Meeting on April 28 ?****Denise (Chon) Sam will speak on her own research related to**using the background reference

estimating-equation-based model selection

Knight, K. and Fu, W. (2000). Asymptotics for Lasso-Type Estimators,

*Annals of Statistics*,**28**, 1356-1378.

© Last updated April 24, 2008.