報告題目：Directly and Simultaneously Expressing Absolute and Relative Treatment Effects in Medical Data Models and Applications
報告專家：張正軍，中國科學院大學經濟管理學院教授、威斯康辛大學統計學教授。
報告地點：9-122會議室
報告時間：2023-5-16下午4:00-5:00
報告摘要：Logistic regression is widely used in the analysis of medical data with binary outcomes to study treatment effects through (absolute) treatment effect parameters in the models. However, the indicative parameters of relative treatment effects are not introduced in logistic regression models, which can be a severe problem in efficiently modeling treatment effects and lead to the wrong conclusions with regard to treatment effects. This paper introduces a new enhanced logistic regression model that offers a new way of studying treatment effects by measuring the relative changes in the treatment effects and also incorporates the way in which logistic regression models the treatment effects. The new model, called the Absolute and Relative Treatment Effects (AbRelaTEs) model, is viewed as a generalization of logistic regression and an enhanced model with increased flexibility, interpretability, and applicability in real data applications than the logistic regression. The AbRelaTEs model is capable of modeling significant treatment effects via an absolute or relative or both ways. The new model can be easily implemented using statistical software, with the logistic regression model being treated as a special case. As a result, the classical logistic regression models can be replaced by the AbRelaTEs model to gain greater applicability and have a new benchmark model for more efficiently studying treatment effects in clinical trials, economic developments, and many applied areas. Moreover, the estimators of the coefficients are consistent and asymptotically normal under regularity conditions. In both simulation and real data applications, the model provides both significant and more meaningful results.
報告人簡介：張正軍，中國科學院大學經濟管理學院教授、威斯康辛大學統計學教授。致力于經濟及金融領域的非線性、非對稱、非中心的統計推斷核心理論和量化建模研究工作。圍繞尾部，非線性和非對稱的變量相依關系刻畫；金融系統性風險的建模和管理；匯率預測模型和虛擬標準數字貨幣的構建；計量經濟學模型在其它領域的應用四個方面。 共106篇論文發表在經濟、金融、統計學領域的國際頂級期刊上。美國統計協會會士和國際數理統計學院會士。曾經擔任JE金融工程與風險管理特刊共同主編、現為JASA、JBES、JDS、EJS、Statistica Sinica副主編。
作者：劉鹍；編輯：胡軍浩；審核：胡軍浩；上傳：郭敏。
