报告简介  Abstract

In this paper, we discuss how to model the mean and covariance structures in linear mixed models (LMMs) simultaneously. We propose a data driven method to model covariance structures of the random effects and random errors in the LMMs. Parameter estimation in the mean and covariances is considered by using EM algorithm, and standard errors of the parameter estimates are calculated through Louis’(1982) information principle. Kenward’s (1987) cattle data sets are analyzed for illustration, and comparison to the literature work is made through simulation studies. Our numerical analysis confirms the superiority of the proposed method to existing approaches in terms of Akaike information criterion.

(This is a joint work with Dr. Jianxin Pan, Professor of Statistics, The University of Manchester)

嘉宾简介  About the Speaker

费宇，二级教授，博士，英国曼彻斯特大学博士后，博士生导师，云南财经大学统计学特聘教授。云南财经大学统计与数学学院常务副院长，云南省云岭学者，云南省中青年学术技术带头人，云岭教学名师，云南省教学名师，中国商业统计学会常务理事，全国经济数学与管理数学学会常务理事，云南省应用统计学会副理事长，国家自然科学基金项目通讯评审专家，国家社会科学基金项目通讯评审专家。主要从事统计理论与方法、应用统计、数据挖掘和计量经济分析方面的研究。在《Technometrics》、《Communications in Statistics—Theory and Methods》、《Statistical Papers》、《Energy》、《International Journal of Heat and Mass Transfer》和《统计研究》等杂志发表论文30多篇，出版专著2部，教材4部，主持国家自然科学基金项目3项，获省部级奖励10项。

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