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Activity Details

CE_05C Sat, 8/2/2014, 8:30 AM - 5:00 PM CC-160A
Quantile Regression — Professional Development Continuing Education Course
ASA , Biometrics Section
Quantile regression is a valuable alternative to classical least squares regression. Instead of modeling the conditional functions, quantile regression offers a variety of methods for estimating conditional quantile functions. In many applications such as birth weight studies, survival analysis, climate studies and so on, the covariates may have different impacts on different tails of the response distribution. Quantile regression enables the researcher to explore more thoroughly heterogeneous covariate effects, and study the tails of scientific interest. The course will offer a comprehensive introduction to quantile regression methods and briefly survey some recent developments. The first part of the course will introduce basics of quantile regression, including its features, comparison with the least squares regression, estimation and computation, statistical properties and inferential procedures. Methods will be demonstrated by using examples from birthweight, climate and survival studies. The second part of the course will discuss more advanced topics including nonparametric quantile regression, quantile regression for longitudinal and time series data, censored quantile regression and survival analysis, and so on. Course lectures will be complemented by a computationally oriented interlude using R language. Thus it would be helpful if students brought laptops equipped with R and quantreg package already installed.
Instructor(s): Roger Koenker, University of Illinois at Urbana-Champaign, Huixia Judy Wang, North Carolina State University

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