Event
Chien-Lin Su, 缅北强奸- Universit茅 Laval
Thursday, March 16, 2017 13:30to14:30
Room VCH-3840, Seminar Statistique Sherbrooke, 2500 Boul de L'Universit茅, Sherbrooke, QC, CA
Statistical Analysis of Two-Level Hierarchical Clustered Data
Multi-level hierarchical clustered data are commonly seen in financial and biostatistics applications. In this talk, we introduce several modeling strategies for describing the dependence relationships for members within a cluster or between different clusters (in the same or different levels). In particular, we will apply the hierarchical Kendall copula, first proposed by Brechmann (2014), to model two-level hierarchical clustered survival data. This approach provides a clever way of dimension reduction in modeling complicated multivariate data. Based on the model assumptions, we propose statistical inference methods, including parameter estimation and a goodness-of-fit test, suitable for handling censored data. Simulation and data analysis results are also presented.