報(bào)告題目：Directly and Simultaneously Expressing Absolute and Relative Treatment Effects in Medical Data Models and Applications
報(bào)告專(zhuān)家：張正軍，中國(guó)科學(xué)院大學(xué)經(jīng)濟(jì)管理學(xué)院教授、威斯康辛大學(xué)統(tǒng)計(jì)學(xué)教授。
報(bào)告地點(diǎn)：9-122會(huì)議室
報(bào)告時(shí)間：2023-5-16下午4:00-5:00
報(bào)告摘要：Logistic regression is widely used in the analysis of medical data with binary outcomes to study treatment effects through (absolute) treatment effect parameters in the models. However, the indicative parameters of relative treatment effects are not introduced in logistic regression models, which can be a severe problem in efficiently modeling treatment effects and lead to the wrong conclusions with regard to treatment effects. This paper introduces a new enhanced logistic regression model that offers a new way of studying treatment effects by measuring the relative changes in the treatment effects and also incorporates the way in which logistic regression models the treatment effects. The new model, called the Absolute and Relative Treatment Effects (AbRelaTEs) model, is viewed as a generalization of logistic regression and an enhanced model with increased flexibility, interpretability, and applicability in real data applications than the logistic regression. The AbRelaTEs model is capable of modeling significant treatment effects via an absolute or relative or both ways. The new model can be easily implemented using statistical software, with the logistic regression model being treated as a special case. As a result, the classical logistic regression models can be replaced by the AbRelaTEs model to gain greater applicability and have a new benchmark model for more efficiently studying treatment effects in clinical trials, economic developments, and many applied areas. Moreover, the estimators of the coefficients are consistent and asymptotically normal under regularity conditions. In both simulation and real data applications, the model provides both significant and more meaningful results.
報(bào)告人簡(jiǎn)介：張正軍，中國(guó)科學(xué)院大學(xué)經(jīng)濟(jì)管理學(xué)院教授、威斯康辛大學(xué)統(tǒng)計(jì)學(xué)教授。致力于經(jīng)濟(jì)及金融領(lǐng)域的非線(xiàn)性、非對(duì)稱(chēng)、非中心的統(tǒng)計(jì)推斷核心理論和量化建模研究工作。圍繞尾部，非線(xiàn)性和非對(duì)稱(chēng)的變量相依關(guān)系刻畫(huà)；金融系統(tǒng)性風(fēng)險(xiǎn)的建模和管理；匯率預(yù)測(cè)模型和虛擬標(biāo)準(zhǔn)數(shù)字貨幣的構(gòu)建；計(jì)量經(jīng)濟(jì)學(xué)模型在其它領(lǐng)域的應(yīng)用四個(gè)方面。 共106篇論文發(fā)表在經(jīng)濟(jì)、金融、統(tǒng)計(jì)學(xué)領(lǐng)域的國(guó)際頂級(jí)期刊上。美國(guó)統(tǒng)計(jì)協(xié)會(huì)會(huì)士和國(guó)際數(shù)理統(tǒng)計(jì)學(xué)院會(huì)士。曾經(jīng)擔(dān)任JE金融工程與風(fēng)險(xiǎn)管理特刊共同主編、現(xiàn)為JASA、JBES、JDS、EJS、Statistica Sinica副主編。
作者：劉鹍；編輯：胡軍浩；審核：胡軍浩；上傳：郭敏。
