Department of Statistics
University of Manitoba
 
   
   
 

Affiliations

Research

    Dr. Liqun Wang's research is mainly concerned with theory and methodology in statistical inference and computation, applied probability, and system identification. His current research focuses on estimation in nonlinear systems with errors-in-variables; inference in longitudinal and panel data models; boundary crossing probabilities (first passage time distributions) for diffusion processes; and Monte Carlo methods for statistical computation and numerical optimization. He is also interested in biostatistics, econometrics, and engineering applications.

Recent Publications

  • Li, H., Wang, L. (2012). Consistent estimation in generalized linear mixed models with measurement error. Journal of Biometrics and Biostatistics, S7:007. doi:10.4172/2155-6180.S7-007.
  • Wang, L. and Hsiao, C. (2011). Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. Journal of Econometrics, 165, 30-44. doi:10.1016/j.jeconom.2011.05.004.
  • Li, H. and Wang, L. (2011). A consistent simulation-based estimator in generalized linear mixed models. Journal of Statistical Computation and Simulation, doi:10.1080/00949655.2011.569721.
  • Chen, S.; Hsiao, C. and Wang, L. (2011). Measurement errors and censored structural latent variables models. Econometric Theory, 28 (2012), 696-703. doi:10.1017/S0266466611000715.
  • Abarin, T. and Wang, L. (2010). Instrumental variable approach to covariate measurement error in generalized linear models. Annals of the Institute of Statistical Mathematics, 64 (2012), 475-493. doi:10.1007/s10463-010-0319-0.
  • Abarin, T. and Wang, L. (2009). Second-order least squares estimation of censored regression models. Journal of Statistical Planning and Inference, 139, 125-135.
  • Wang, L. and Leblanc, A. (2008). Second-order nonlinear least squares estimation. Annals of the Institute of Statistical Mathematics, 60, 883-900.
  • Wang, L. (2007). A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models. Canadian Journal of Statistics, 35, 233-248.
  • Wang, L. and Fu, J. C. (2007). A practical sampling approach for a Bayesian mixture model with unknown number of components. Statistical Papers, 48, 631-653.
  • Wang, L. and Hsiao, C. (2007). Two-stage estimation of limited dependent variable models with errors-in-variables. Econometrics Journal, 10, 426-438.
  • Wang, L. and Poetzelberger, K. (2007). Crossing probabilities for diffusion processes with piecewise continuous boundaries. Methodology and Computing in Applied Probability, 9, 21-40.

Recent Presentations

  • Second-order least squares estimation in dynamic panel data models. 17th International Panel Data Conference, July 8-10, 2011, Montreal, Canada.
  • A weighted simulation-based estimator for incomplete longitudinal data. ICSA 2011 Applied statistics Symposium, June 26-29, 2011, New York, USA.
  • Instrumental variable estimation in nonlinear models with covariate measurement error. The Eighth ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research, December 19-22, 2010, Guangzhou, China.
  • Instrumental variable estimation in generalized linear and nonlinear semiparametric models with measurement error. Biostatistics and Epidemiology - Statistical Modelling of Environmental and Health Data, August 18-20, 2010, Fredericton, Canada.
  • Instrumental variable methods in nonlinear errors-in-variables models. The Annual Meeting of the Chinese Association of Probability and Statistics, May 1-2, 2010, Hualian, Taiwan.
  • Instrumental variable methods for nonlinear regression with mismeasured covariates. Workshop on Modelling Indirectly or Imprecisely Observed Data, December 10-12, 2009, London, Ontario, Canada.
  • Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. 26th Annual Meeting of Canadian Econometrics Study Group, September 19-20, 2009, Ottawa, Canada.
  • Identifiability and estimation in nonlinear systems with errors-in-variables. Econometrics, Time Series Analysis and System Theory - A Conference in Honor of Manfred Deistler, June 18-20, 2009, Vienna, Austria.
  • Identifiability and estimation of nonlinear semiparametric models with measurement errors. International Conference on Nonparametric Methods for Measurement Error Models and Related Topics, May 3-5, 2009, Ottawa, Canada.
liqun_wang@umanitoba.ca    |     332 Machray Hall Department of Statistics University of Manitoba     |    (204) 474 - 6270