Dr. McKeague's research interests include survival analysis, competing risks models for HIV/AIDS data, Markov chain Monte Carlo and Bayesian methods, empirical likelihood, statistical methods in physical oceanography, functional data analysis, inference for stochastic
processes, simultaneous inference, efficient estimation for semiparametric models, missing data, counting processes, image analysis, and spatial point processes. He was on the faculty of the Department of Statistics of the Florida State University, 1980-2004.
He was on sabbatical leave at the Mathematical Sciences Research Institute of the University of California at Berkeley, and then at the Laboratoire de Mod?lisation et Calcul of the Universite Joseph Fourier, Grenoble, France, 1991-1992. He served as Chair of the FSU
Statistics department, 1996-1999, and was named the Ralph A. Bradley Professor of Statistics at FSU in 2000. He has been a Professor of Biostatistics at Columbia University since 2004. He has served as an associate editor of the Annals of Statistics for seven years, the Journal of the American Statistical Association for four years, and is currently serving on the editorial boards of Statistical Inference for Stochastic Processes, and the International Journal of Biostatistics.
He is a fellow of the Institute of Mathematical Statistics and a fellow of the American Statistical Association.