Training and Events
Applied Quantile, M-quantile and Expectile Regression Analysis (join a waiting list)
|NCRM, University of Southampton|
Professor Nikos Tzavidis
09/02/2017 - 10/02/2017
Building 39, University of Southampton, Highfield, Southampton, Hants
View in Google Maps (SO17 1BJ)
The course will cover a range of modern statistical modelling tools that considerably extend the scope of popular modelling approaches such as linear regression, generalised linear models and multilevel modelling. We introduce quantile and more generally M-quantile and expectile regression for continuous outcomes and then extend these models to handle discrete outcomes and hierarchical (multilevel and longitudinal) data structures. We further demonstrate how grouping-induced heterogeneity in these data can be semi-parametrically characterized by using quantile and M-quantile regression. The use of these ideas in prediction will be discussed with particular applications in small area estimation. Applications of multilevel and longitudinal data analysis using data from psychology and medicine will also be presented alongside existing and new functions in R for implementing the models.
The course covers the fundamental statistical background necessary to understand the ideas underpinning the use of both quantile and M-quantile regression as a semiparametric robust alternative to standard and multilevel regression. Substantive examples of the application of these ideas will be presented, with the aim of providing practical guidance on their use in realistic applications. Topics include:
By the end of the course participants will:
The course will use the R software. – Prior familiarity with R would be an advantage although the course will cover some R basics.
This course is appropriate for any statistician, doctoral students and post-doctoral researchers with a good grounding in standard modelling tools, particularly the use of regression modelling and generalised linear models. Statisticians in National Statistical Institutes will benefit from the applications addressing small area estimation.
Intermediate (some prior knowledge)
The fee per teaching day is:
Website and registration
Small Area Estimation, Regression Methods, Multilevel Modelling , Longitudinal Data Analysis
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