**03/09/08 - 15:30h** Ciclo de Palestras Pós Graduação em Estatística UFRJ

["Alexandra M. Schmidt" <alex@im.ufrj.br>]

Caros, 

Dando continuidade as atividades do Ciclo de Palestras do Programa de Pós-
Graduação em Estatística do IM-UFRJ, teremos, 

nesta **4a feira, 03/09/08**, as **15:30h** o

Palestrante: Marcel T. Vieira (UFJF)
Titulo: "Covariance Structure Models for Longitudinal Complex Survey Data"

Local: Sala C-116, Centro de Tecnologia, Cidade Universitária.



Resumo:
Complex designs are often used to select the sample which is followed over 
time in a panel survey. We consider some parametric models for panel data 
and discuss methods of estimating the model parameters which allow for 
complex schemes. We incorporate survey weights into alternative point 
estimation procedures. These procedures include pseudo maximum likelihood 
(PML) and various forms of generalized least squares (GLS). We also consider 
variance estimation using linearization methods to allow for complex 
sampling. The behaviour of the proposed inference procedures are assessed in 
a simulation study, based upon data from the British Household Panel Survey. 
The point estimators have broadly similar performance, with few significant 
gains from GLS estimation over PML estimation. The need to allow for 
clustering in variance estimation methods is demonstrated. Linearization 
variance estimation performs better, in terms of bias, for the PML estimator 
compared to a GLS estimator. Some extensions to model fitting statistics 
when working with longitudinal data in a complex survey design framework are 
also considered. 


Para maiores detalhes e programacao atualizada, visite www.dme.ufrj.br opcao 
Atividades subopcao Ciclo de Palestras.

Atenciosamente,

Alexandra

Ps.: Desculpem-me pela eventual duplicacao desta mensagem.

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Alexandra Mello Schmidt, PhD
Professora Adjunta
Instituto de Matemática - UFRJ
Departamento de Métodos Estatísticos
Caixa Postal 68530 Rio de Janeiro - RJ 
CEP:21.945-970 Brasil
Tel: 0055 21 2562 7505 Ramal (Extension) 204
Fax: 0055 21 2562 7374

http://www.dme.ufrj.br/~alex
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