We usually hold research colloquia and software workshops on Fridays and Saturdays, but there may be variations. Please take note of the dates and times for the particular events.
Up-Coming Presentations and Workshops:
Abstract: The Data Documentation Initiative (https://www.ddialliance.org) is an international effort to develop standard methods for recording data and tracking changes in storage formats and coding. A new version of the DDI standard is nearing completion. This talk will discuss where the DDI project has been and where it is likely to go.
Abstract: Quantile regression is a method for estimating conditional quantiles. It is a more robust method than least squares and provides a more complete description of a conditional distribution. Penalized quantile regression shrinks estimators towards zero and the penalties I am interested allow for simultaneous estimation and variable selection. I will provide an introduction to quantile regression and then discuss penalized quantile regression with both the Lasso (L1 norm) penalty and non-convex penalties (SCAD and MCP). I'll include a brief tutorial into my R package, rqPen, with some discussion about quirks and challenges of penalized quantile regression.