Professor

Email:

Office: 332 Machray Hall

Telephone: 204-474-6270

Personal Webpage

Biography

Liqun obtained B.Sc. and M.Sc. degrees in Mathematics and Mathematical Statistics in China, and a Ph.D. degree in Statistics and Econometrics at the Vienna University of Technology, Austria. He was a Research Fellow at the Universities of Hannover and Dortmund, Germany, and an Assistant Professor at the University of Basel, Switzerland. Liqun joint the University of Manitoba in 1999 and currently is a Professor in the Department of Statistics. Liqun is an Elected Member of the International Statistical Institute (ISI). He is an Editor-in-Chief of the Springer journal Statistical Papers, and was an Associate Editor of the Canadian Journal of Statistics. He is a member of the Grant Evaluation Group for Mathematics and Statistics of the Natural Sciences and Engineering Research Council of Canada (NSERC). He has served as the Chair of the Research Committee and a member of the Board of Directors of the Statistical Society of Canada.

Research Grants

1. Natural Sciences and Engineering Research Council of Canada (NSERC) - Discovery Grant (2009-2014): Nonlinear Statistical Inference and Boundary Crossing Probabilities.
2. MITACS Research Award (2009-2010): Development of a Mathematical Tool for Accelerated Durability Tests of Ground Vehicles.
3. Canadian Institute of Health Research (CIHR) - Operating Grant (2008-2011): Classification Algorithms to Distinguish Chronic Disease Cases from Non-Cases in Administrative Data.
4. National Institute for Complex Data Structures (NICDS) - National Project (2007-2009): Statistical Innovation for the Analysis of Complex Data in Medical and Health Sciences.
5. Natural Sciences and Engineering Research Council of Canada (NSERC) - Discovery Grant (2004-2009): Stochastic Modeling and Simulation Based Methods.
6. National Program on Complex Data Structures (NPCDS) – National Project (2005): Current Issues in the Analysis of Incomplete Longitudinal Data.
7. Natural Sciences and Engineering Research Council of Canada (NSERC) - Research Tools & Instruments Grant (2005): High-performance Workstation for Statistical Computation.
8. Natural Sciences and Engineering Research Council of Canada (NSERC) - Discovery Grant (2000-2004): Nonlinear Systems and Simulation Methods.
9. Natural Sciences and Engineering Research Council of Canada (NSERC) - Equipment Grant (2000): Station and Server for Simulations and Statistical Applications.

Recent Publications

1. Wang, L. and Hsiao, C. (2011). Method of moments estimation and identifiability of nonlinear semiparametric errors-in-variables models. Journal of Econometrics, DOI:10.1016/j.jeconom.2011.05.004.
2. 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.
3. Chen, S.; Hsiao, C. and Wang, L. (2011). Measurement errors and censored structural latent variables models. Econometric Theory, to appear.
4. Abarin, T. and Wang, L. (2010). Instrumental variable approach to covariate measurement error in generalized linear models. Annals of the Institute of Statistical Mathematics. DOI: 10.1007/s10463-010-0319-0.
5. Abarin, T.; Wang, L. (2009). Second-order least squares estimation of censored regression models. Journal of Statistical Planning and Inference, 139, 125-135.
6. Wang, L.; Leblanc, A. (2008). Second-order nonlinear least squares estimation. Annals of the Institute of Statistical Mathematics, 60, 883-900.
7. Sadatsafavi, M.; Moayyeri, A.; Wang, L.; Leslie, W. D. (2008). Heteroscedastic regression analysis for factors affecting bone mineral density monitoring. Journal of Bone and Mineral Research, 23, 1842-1849.
8. Sadatsafavi, M.; Moayyeri, A.; Wang, L.; Leslie, W. D. (2008). Optimal decision criterion for detecting change in bone mineral density during serial monitoring: a Bayesian approach. Osteoporosis International, 19, 1589-1596.
9. Wang, L. (2007). A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models. Canadian Journal of Statistics, 35, 233-248.
10. Wang, L.; Fu, J. C. (2007). A practical sampling approach for a Bayesian mixture model with unknown number of components. Statistical Papers, 48, 631-653.
11. Wang, L.; Hsiao, C. (2007). Two-stage estimation of limited dependent variable models with errors-in-variables. Econometrics Journal, 10, 426-438.
12. Wang, L.; Pötzelberger, K. (2007). Crossing probabilities for diffusion processes with piecewise continuous boundaries. Methodology and Computing in Applied Probability, 9, 21-40.
13. Leslie, W. D.; Moayyeri, A.; Sadatsafavi, M.; Wang, L. (2007). A new approach for quantifying change and test precision in bone densitometry. Journal of Clinical Densitometry, 10 (4), 365-369.
14. Abarin, T.; Wang, L. (2006). Comparison of GMM with second-order least squares estimator in nonlinear models. Far East Journal of Theoretical Statistics, 20, 179-196.
15. Wang, G. G.; Wang, L.; Shan, S. (2005). Reliability assessment using discriminative sampling and metamodeling. SAE Transactions Journal of Passenger Cars: Mechanical Systems, 114, 291-300.
16. Wang, G. G.; Wang, L.; Shan, S. (2005). Reliability assessment using discriminative sampling and metamodeling. Reliability and Robust Design in Automotive Engineering 2005, 2005-01-0349, SAE World Congress Special Publications, SAE International.
17. Xue, L.; Fu, J. C.; Wang, F.; Wang, L. (2005). A mixture model approach to analyzing major element chemistry data of the Changjiang (Yangtze River). Environmetrics, 16, 305-318.
18. Wang, L. (2004). Estimation of nonlinear models with Berkson measurement errors. Annals of Statistics, 32, 2559-2579.
19. Wang, L.; Shan, S.; Wang, G. G. (2004). Mode-pursuing sampling method for global optimization on expensive black-box functions. Engineering Optimization, 36, 419-438.
20. Wang, L. (2003). Estimation of nonlinear Berkson-type measurement error models. Statistica Sinica, 13, 1201-1210.

Conference Presentations

1. Second-order least squares estimation in dynamic panel data models. 17th International Panel Data Conference, July 8-10, 2011, Montreal, Canada.
2. 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.
3. 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, New Brunswick.
4. 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.
5. Instrumental variable methods for nonlinear regression with mismeasured covariates. Workshop on Modelling Indirectly or Imprecisely Observed Data, 10-12/12/2009, London, Ontario, Canada.
6. Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. 26th Annual Meeting of Canadian Econometrics Study Group, Ottawa, Canada, 19-20/9/2009.
7. Idenitfiability and estimation in nonlinear systems with errors-in-variables. Econometrics, Time Series Analysis and System Theory - A Conference in Honor of Manfred Deistler, Vienna, Austria, 18-20/6/2009.
8. Discussion on “Errors-in-variables models: a generalized functions approach” by V. Zinde-Walsh. 43rd Annual Conference of the Canadian Economics Association, 29-31/5/2009, Toronto, Canada.
9. Identifiability and estimation of nonlinear semiparametric models with measurement errors. International Conference on Nonparametric Methods for Measurement Error Models and Related Topics, Ottawa, Canada, 3-5/5/2009.
10. Boundary crossing probabilities and risk modeling and management. China-Canada Industry Workshop on Enterprise Risk Management, Wuhan, China, 26-30/11/2008.
11. Statistical inference in nonlinear systems with mismeasured covariates. 19th Annual Meeting of the International Environmetrics Society, Kelowna, British Columbia, Canada, 8-13/6/2008.
12. Understanding and managing mismeasured variables in biostatistical analysis. Short Course of The National Institute for Complex Data Structures (NICDS), Pacific Institute for Mathematical Sciences, Vancouver, Canada, 24/4/2008.
13. Second-order least squares estimation for nonlinear mixed effects models. Joint Statistical Meetings, Salt Lake City, USA, 29/7-2/8/2007.
14. First hitting time distribution for diffusion processes and time-dependent double barriers. Joint Conference of Canadian Mathematical Society (CMS) and The Mathematics of Information Technology and Complex Systems (MITACS), Winnipeg, Canada, 31/5-3/6/2007.
15. Second-order least squares estimation for nonlinear mixed effects models. Statistics Workshop, Brock University, Canada, 19/10/2006.
16. Simulation-based least squares estimation for nonlinear panel data models. 23rd Canadian Econometrics Study Group Conference, Niagara Falls, Canada, 19-21/10/2006.
17. A second-order least squares estimator for nonlinear panel data models. Econometric Society European Meeting, Vienna, Austria, 24-28/8/2006.
18. A second-order least squares estimator for nonlinear panel data models. International Symposium on Econometric Theory and Applications, Xiamen, China, 4-6/4/2006.
19. Identifiability and estimation of semiparametric nonlinear errors-in-variables models. The Joint Meeting of the Chinese Society of Probability and Statistics (CSPS) and the Institute of Mathematical Statistics (IMS), Beijing, China, 9-12/7/2005.
20. Identifiability and estimation of semiparametric errors-in-variables models. Annual Meeting of the Statistical Society of Canada, Saskatoon, Canada, 12-15/6/2005.