题 目：Several Studies on Multi-Kink Quantile Regression

主讲人：钟威 教授

时 间：2022年10月27日（星期四）14:30—16:30

地 点：腾讯会议 ID：104 684 279

内 容：In this talk, we will introduce several studies on Multi-Kink Quantile Regression (MKQR). The MKQR model assumes different linear quantile regression forms in different regions of the domain of the threshold covariate but are still continuous at kink points. In the first project, we consider an independent framework and investigate parameter estimation, kink points detection and statistical inference in MKQR models. A new R package MultiKink is developed to easily implement the proposed methods. In the second project, we propose a MKQR model for longitudinal data analysis. Two estimation procedures are proposed to estimate the regression coefficients and the kink points locations: one is a computationally efficient profile estimator under the working independence framework while the other one considers the within-subject correlations by using the unbiased generalized estimation equation approach. In addition, we construct a rank score test based on partial subgradients for the existence of kink effect in longitudinal studies. In the third project, we propose a MKQR model with latent homogeneous structure for panel data analysis. The proposed model accounts for both homogeneity and heterogeneity among individuals and parameters in panel data analysis。

报告人简介：钟威，现任厦门大学王亚南经济研究院、经济学院统计学与数据科学系教授，系主任，博士生导师。2012年获得美国宾夕法尼亚州立大学统计学博士学位，2014年和2017年分别破格晋升副教授和教授，2018年入选厦门大学“南强青年拔尖人才”（A类），国家自然科学基金优秀青年基金获得者（2019），福建省杰出青年基金获得者（2019）。主要从事高维数据统计分析、统计学习算法、计量经济学等研究，在Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Econometrics, Journal of Business & Economic Statistics, Biometrics, Annals of Applied Statistics, Statistica Sinica，《中国科学数学》，《数学学报》等国内外统计学权威期刊发表（含接收）30多篇论文。2016年获得厦门大学第五届英语教学比赛一等奖，2020年获得厦门大学第十五届青年教师技能比赛特等奖,2021年获得厦门大学教学创新大赛一等奖，2021年获得福建省“向上向善好青年”称号，2022年获得教育部霍英东高等院校“青年科学奖”二等奖。