同济大学数学系学术报告

题 目：Semiparametric Estimation of Treatment

Effect with Logistic Regression Model

报告人：周勇 研究员

中科院（上海财大），杰青，长江学者

【摘要】Treatment effect is an important index in comparing two-sample data in survival analysis, industry manufacture, clinical medicine and many other applications. In this paper, we propose a unified semiparametric approach to estimate different types of treatment effects under a case-control sampling plan with the logistic regression model assumption, which is equivalent to a two-sample density ratio model. For different treatment effects, we construct different estimating functions and the nuisance parameters in estimating functions are estimated firstly by the empirical likelihood method. Here, we allow that the functions are nonsmooth with respect to parameters. The confidence interval for the treatment effect based on the empirical likelihood ratio method is also presented. We prove that the estimator based on the estimating equation is consistent and asymptotically normal and the empirical log-likelihood ratio statistic has a limiting scaled chi-square distribution. Simulation studies are reported to assess the finite sample properties of the proposed estimator and the performance of the confidence interval. The proposed methods are applied to real data examples and some interesting results are presented.

时间：2014年12月9日（周二）下午14：40开始

地点：数学系致远楼102会议室

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