[Statlist] SéMINAIRE Institut de Neuchâtel, le 16/09/2008

[ISTAT Messagerie]

S�minaire de Statistique
Institut de Statistique, Universit� de Neuch�tel
Changement de salle: Salle B29, B�timent principal de l'Universit�, Neuch�tel,
http://www2.unine.ch/statistics
Mardi 16 septembre 2008, 11h00
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Ir�ne Gijbels, Department of Mathematics and Leuven Statistics Research Center, Katholieke Universiteit Leuven, Belgium,

Titre: Flexible modelling of mean and dispersion in extended Generalized Linear Models

This talk concerns regression analysis for data that show possibly overdispersion or underdispersion. A starting point for modelling are  generalized linear models in which we no longer admit a linear form for the mean regression function, but allow it to be any smooth function of the covariate(s). In view of analyzing overdispersed or underdispersed data, we additionally bring in an unknown dispersion function. The mean regression function and the dispersion function are then estimated using P-splines with difference type of penalty to prevent from overfitting. The choices of smoothing parameters and implementation issues are discussed. The performance of the estimation method is investigated via some simulations and its use is illustrated on several data, including continuous data, counts and proportions.

This is based on joint work with Ilaria Prosdocimi and Gerda Claeskens


Vous pouvez consulter le programme des s�minaires de l'Institut de statistique sur la page http://www2.unine.ch/statistics/page9123.html


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