Seminar by Bouchra Nasri

Wednesday, September 20, 2023 4:00 pm - 5:00 pm EDT

Statistics and Biostatistics seminar series 

Bouchra Nasri
University of Montreal

Room: M3 3127


On factor copula-based mixed regression models

In this talk, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and the effect of a common latent variable pertaining to a cluster is modelled with a factor copula. We show how to estimate the parameters of the copula and the parameters of the margins, and we find the asymptotic behaviour of the estimation errors. Numerical experiments are performed to assess the precision of the estimators for finite samples. An example of an application is given using COVID-19 vaccination hesitancy from several countries. This work is a joint project with Pavel Krupskii and Bruno Rémillard.