Shaobo Jin
Senior Lecturer/Associate Professor at Matematiska institutionen; Statistik, AI och data science
- Telephone:
- +46 18 471 32 17
- E-mail:
- shaobo.jin@math.uu.se
- Visiting address:
- Ångströmlaboratoriet, Lägerhyddsvägen 1
- Postal address:
- Box 480
751 06 UPPSALA
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Biography
I received my doctoral degree in Statistics in May 2015 from Department of Statistics, Uppsala University. My dissertation is about estimation methods in exploratory factor analysis and structural equation models with ordinal data. Prior to the PhD program, I received my Bachelor of Science in Statistics in 2009 from Zhejiang University, China, and Master of Social Science in Statistics in 2011 from Uppsala University. My research areas include structural equation modeling with ordinal data, exploratory factor analysis, penalization, confidence interval estimation.
Publications
Selection of publications
- A note on the accuracy of adaptive Gauss-Hermite quadrature (2020)
- Frequentist Model Averaging in Structural Equation Modelling (2019)
- On the least-squares model averaging interval estimator (2018)
- Selecting polychoric instrumental variables in confirmatory factor analysis (2018)
- Approximated penalized maximum likelihood for exploratory factor analysis (2018)
- H-Likelihood Approach to Factor Analysis for Ordinal Data (2018)
- Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions (2017)
- Approximate Bayesianity of frequentist confidence intervals for a binomial proportion (2017)
- Asymptotic Robustness Study Of The Polychoric Correlation Estimation (2017)
- A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models (2016)
- Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data (2016)
Recent publications
- Standard error estimates in hierarchical generalized linear models (2024)
- A Quantile Generalized Additive Approach for Compound Climate Extremes (2024)
- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables (2023)
- On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach (2023)
- Usefulness of discography, discoblock and a new mechanical method for identifying a painful segment/disc (2023)
All publications
Articles
- Standard error estimates in hierarchical generalized linear models (2024)
- A Quantile Generalized Additive Approach for Compound Climate Extremes (2024)
- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables (2023)
- On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach (2023)
- Usefulness of discography, discoblock and a new mechanical method for identifying a painful segment/disc (2023)
- Estimating and Testing Random Intercept Multilevel Structural Equation Models with Model Implied Instrumental Variables (2022)
- Frequentist Model Averaging in Structure Equation Model With Ordinal Data (2022)
- A review of h-likelihood and hierarchical generalized linear model (2021)
- Robust nonlinear structural equation modeling with interaction between exogenous and endogenous latent variables (2021)
- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables (2021)
- A semiparametric approach for structural equation modeling with ordinal data (2021)
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data (2020)
- A note on the accuracy of adaptive Gauss-Hermite quadrature (2020)
- Are degenerative spondylolisthesis and further slippage postoperatively really issues in spinal stenosis surgery? (2020)
- Frequentist Model Averaging in Structural Equation Modelling (2019)
- On the least-squares model averaging interval estimator (2018)
- Selecting polychoric instrumental variables in confirmatory factor analysis (2018)
- Approximated penalized maximum likelihood for exploratory factor analysis (2018)
- H-Likelihood Approach to Factor Analysis for Ordinal Data (2018)
- Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions (2017)
- Approximate Bayesianity of frequentist confidence intervals for a binomial proportion (2017)
- Asymptotic Robustness Study Of The Polychoric Correlation Estimation (2017)
- A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models (2016)
- Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data (2016)
- A Marginal Maximum Likelihood Approach for Extended Quadratic Structural Equation Modeling with Ordinal Data
Books
Reports
- On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression (2016)
- Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions (2013)
- Best Power-divergence Confidence Interval for a Binomial Proportion (2013)
