2015

東海大學統計學系學術演講20150505

公告時間:2015-05-21 14:17:58
公告單位:統計學系
詳細公告內容
公告標題 [公告]東海大學統計學系學術演講20150505
公告時間 2015-05-01 10:18:52
公告單位 統計學系

公告內容

東海大學統計學系學術演講

時 間:104年5月5日(星期二下午2:10~3:10)
地 點:管理學院新大樓M367
主講人:蔡恆修 研究員 (中央研究院統計科學研究所)
講 題:Doubly Constrained Factor Models with Applications


Abstract
This paper focuses on factor analysis of high-dimensional data. We propose statistical methods that enable an analyst to make use of prior knowledge or substantive information to sharpen the estimation of common factors. Specifically, we consider a doubly constrained factor model that enables analysts to specify both row and column constraints of the data matrix to improve the estimation of common factors. The row constraints may represent classifications of individual subjects whereas the column constraints may show the categories of variables. We derive both the maximum likelihood and least squares estimates of the proposed doubly constrained factor model and use simulation to study the performance of the analysis in finite samples. Akaike information criterion is used for model selection. Monthly U.S. housing starts of nine geographical divisions are used to demonstrate the application of the proposed model.

Keywords: Akaike information criterion, Constrained factor model, Eigenvalues, Factor model, Housing starts, Principal component analysis, Seasonality.

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東海大學統計學系學術演講

時 間:104年5月5日(星期二下午3:30~5:00)
地 點:管理學院新大樓M367
主講人:呂剛中 教授 Fellow of ASA & ACE (San Diego State University, USA)
講 題:Parallel Groups Design versus Crossover Design: Definitions, Ideas and Limitations

Abstract
Parallel Groups Design and Crossover Design are two most commonly-employed designs in randomized clinical trials. The general ideas and principles behind the parallel groups and crossover designs are presented. Simple statistical models are used to provide audience with an insight into when and how using the crossover design can gain efficiency as compared with the parallel groups design. Advantages and disadvantages between using these two designs from the practical point of view are also given. 

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