Events

Ioannis Kosmidis

Title:
Reduced-bias inference for regression models with tractable and
intractable likelihoods

Abstract:

This talk focuses on a unified theoretical and algorithmic framework
for reducing bias in the estimation of statistical models from a
practitioners point of view. We will briefly discuss how shortcomings
of classical estimators and of inferential procedures depending on
those can be overcome via reduction of bias, and provide a few
demonstrations stemming from current and past research on well-used
statistical models with tractable likelihoods, including beta
regression for bounded-domain responses, and the typically
small-sample setting of meta-analysis and meta-regression in the
presence of heterogeneity. The large impact that bias in the
estimation of the variance components can have on inference motivates
delivering higher-order corrective methods for generalised linear
mixed models. The challenges in doing that will be presented along
with resolutions stemming from current research.