COLLOQUIUM ON THE STATISTICAL SCIENCES
THE SCHOOL OF STATISTICS
University of the Philippines
invites all students and faculty to a colloquium on
Analysis of autocorrelated count data:
A combined estimating function approach
to be given by
DR. ALEXANDER R. DE LEON
Friday, 13 May, 5:00 p.m.
UPSS Auditorium
ABSTRACT
A flexible semi-parametric model for autocorrelated count data is proposed. Unlike
earlier models available in the literature, the model does not require construction of a
likelihood function and only entails the specification of the first two conditional
moments. A simple and flexible combined estimating function approach that makes
efficient use of the information contained in the data is adopted for the model in the
absence of a likelihood function. Simulation studies are conducted to study the
performance of the semi-parametric method when the likelihood is either correctly
specified or misspecified. The methodology is illustrated using time series data on
monthly polio counts in the United States from January 1970 to December 1987.
Keywords: Autoregressive conditional Poisson (ACP), generalized double ACP
(GDACP), Godambe information, INGARCH, martingale, stochastic autoregressive
mean (SAM)
About the author:
DR. DE LEON is currently an
Associate
Professor
at
the
Department of Mathematics and
Statistics, University of Calgary,
Canada.
Dr. De Leon edited the book
Analysis of Mixed Data: Methods
and Applications published by
Chapman and Hall/RCR in 2013