[Statlist] Séminaires de Statistique - Institut de Statistique, Université de Neuchâtel

[KONDYLIS Atanassios]

Séminaires de Statistique 
Institut de Statistique, Université de Neuchâtel 
Pierre à Mazel 7 (1er étage,salle 110), Neuchâtel,
http://www2.unine.ch/statistics



Mardi 07 novembre 2006 à 11h00 
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Leonhard Held, University of Zurich, Switzerland

Title:  Quantitative assessment of probabilistic forecasts with applications in epidemiology

Abstract : In this talk I will describe methods for model choice and model criticism 
based on probabilistic forecasts of external data. Special emphasis will be given to 
multivariate predictions and predictions of count data. The methodology will be 
illustrated through a case study from chronic disease epidemiology.


Mardi 28 novembre  2006 à 11h00 
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Eva Cantoni, University of Geneve, Switzerland

Title: Variable Selection in marginal Longitudinal Models

Abstract: Variable selection is an important step in any statistical analysis. If this issue is well adressed 
in the linear regression setting for example, it was not the case until recently for marginal longitudinal models. 
I will present a generalized version of Mallows's Cp to be used for variables selection in the setting of marginal 
longitudinal models. The definition of this criterion is very general so that it can also address robustness, heteroscedasticity, 
and missing values. I will go on to present a Monte Carlo Markov Chain technique that allows to handle situations where 
the number of covariates is very large and where therefore a criterion that has to be computed for each model cannot be
considered.

References: 
E. Cantoni,  J. Mills Flemming & E. Ronchetti (2005). "Variable Selection for Marginal Longitudinal Generalized 
Linear Models",  Biometrics, 61, 507-514.  
E. Cantoni,  C. Field ,  J. Mills Flemming & E. Ronchetti (2006). "Longitudinal variable selection by cross-validation 
in the case of many covariates", to appear in Statistics in Medicine (DOI 10.1002/sim.2572)