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seminars:stat:180503 [2018/05/06 12:24] – created qyuseminars:stat:180503 [2018/05/06 12:47] (current) qyu
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
 +
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, May 3, 2018 |
 +^  **TIME:**|1:00pm -- 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Junyi Dong, Binghamton  University |
 +^  **TITLE:**|Marginal Distribution Method  |
 +</WRAP>
 +\\ 
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP>
 +Let Z be the covariate vector and Y
 +be the response variable with the joint cumulative distribution function
 +F.  Given a random sample from F,
 +in order to analyze the data based on a certain
 + proportional hazards (PH) model,
 +one needs to test the null hypothesis Ho:
 +F belongs to the Ph model first.
 +The existing tests to achieve this task make use of the residuals and
 +are invalid in  certain situations, such as
 +when
 + $F$ is not
 +from any PH model. To overcome this disadvantage,
 +we propose a valid model checking test of Ho.
 +It is based on the weighted average of the  difference between
 +two estimators of the marginal distribution
 +of the response variable: its non-parametric maximum likelihood
 +estimator
 +and its estimator under the PH model.
 +This test is called the marginal distribution (MD) test.
 +We give the theoretical justification of the MD test.
 +The simulation study suggests that
 + the MD test is always consistent,
 + whereas
 +the existing tests  may be invalid and they are often  unlikely  to reject the wrong PH model assumption
 + when they are not valid.
 +
 +</WRAP>
 +
 +
 +
 +