Empirical Likelihood Study Group

Organizer: Chun Li

Purpose

Empirical likelihood is a nonparametric method of statistical inference. It has potential applications in many areas of statistics. This study group will focus on understanding the idea of empirical likelihood and seeking its connections with and applications in practice. We will initially discuss the book Empirical Likelihood written by Art Owen, and then move on to some related papers.

Participants

Chun Li, Frank Harrell, Don Hong, Heidi Chen, Lily Wang, Sebastien Haneuse, Tatsuki Koyama, Dan Byrne, Yanqin Fan, Qingxia Chen

E-mail list: chun.li@vanderbilt.edu, f.harrell@vanderbilt.edu, don.hong@vanderbilt.edu, heidi.chen@vanderbilt.edu, lily.wang@vanderbilt.edu, sebastien.haneuse@Vanderbilt.Edu, tatsuki.koyama@vanderbilt.edu, daniel.byrne@vanderbilt.edu, yanqin.fan@vanderbilt.edu, cindy.chen@vanderbilt.edu

Schedule

The group generally meets every other Thursday 8a-9a in the Courtyard Cafe. Breakfast is provided. The group should meet at the checkout line with their food.

Currently scheduled meeting dates and assigned leaders are as follows:

Date	Leader	Topic
16Sep04	Tatsuki Koyama	Chapters 1-2
30Sep04	Tatsuki Koyama and Chun Li	Chapters 2-3
14Oct04	Chun Li	Chapter 3
28Oct04	Chun Li and Frank Harrell	Chapters 3-4
11Nov04	Frank Harrell and Yanqin Fan	Chapters 4-5
2Dec04?
16Dec04?

Software

• Art Owen's software: http://www.stanford.edu/~owen/empirical
• Example using the elm function in R, simulating the performance of profile likelihood confidence intervals from it compared with some bootstrap confidence intervals

Supplementary Materials

• Notes for Chapters 1 and 2