Hello,
a new member submitted a talk for the event BIRZEIT18RAND:
- Name : Eideh
- First name : Abdulhakeem
- University : Al-Qods
- Email : msabdul@staff.alquds.edu
- Position : Professor
- Title of the talk : Fitting AR(1) for Longitudinal Survey Data under Complex Surveys
- 'Long<->Short' talk : long
- Summary : The purpose of this presentation is to account for informative sampling in fitting models for longitudinal data, in particular an autoregressive model of order one, random effects model, and multivariate normal model. The idea behind the proposed approach is to extract the model holding for the sample data as a function of the model in the population and the first order inclusion probabilities, and then fit the sample model using maximum likelihood, pseudo maximum likelihood and estimating equations methods. A new test for sampling ignorability is proposed based on the Kullback-Leibler information measure. Also we investigate the issue of the sensitivity of the sample model to incorrect specification of the conditional expectations of the sample inclusion probabilities. The simulation study carried out shows that the sample-likelihood based method produces better estimators than the pseudo maximum likelihood method, and that sensitivity to departures
from the assumed model is low. Also we find that both the conventional t-statistic and the Kullback-Leibler information statistic for testing of sampling ignorability perform well under both informative and noninformative sampling designs.
- Request for accommodation financial support in Ramallah : No