Statistics and Data Science Seminar
Prof. David Degras
University of Chicago
Inference methods in functional mixed-effects models
Abstract: This work deals with the construction of simultaneous confidence bands (SCB) in functional mixed-effects models. SCB are useful graphical and analytic tools in data exploration, model construction, estimation of fixed and random effects, covariance estimation, prediction, and inference. The model under study can handle dummy variables and functional predictors, and its nonparametric covariance structure accounts for dependence in the data in a more flexible way than other models based on smoothing spline or wavelet representations. The SCB-based method allows to test local and nonparametric alternatives on the model components as opposed to the usual F-type tests. Some asymptotic theory is derived and a numerical study is presented to compare our method with other approaches currently in practice. We also illustrate our methodology by applying it to a real data set.
Wednesday March 3, 2010 at 3:00 PM in SEO 636