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Quantile Regression
May 24, 2011
Ordinary regression models the relationship between the mean value of a response and one or more independent variables. In many applications, the extremes of the response are of more inherent interest than the average value. For example, the 10th percentile of birth weights might be more important than the average birth weight from a health standpoint.
Quantile regression is a modification of ordinary regression that models a quantile (such as 10th, 50th, or 95th percentile) of the response rather than the mean of the response. Advantages of quantile regression compared to ordinary regression include 1) a more complete understanding of the relationship between the independent variables and outcome, and 2) robustness to outlying points.
Quantile regression has many applications, including the study of health outcomes, pollution levels, and income. This one-day workshop will introduce quantile regression through both lecture and hands-on computer examples using Stata.
The workshop will also cover splines, a useful tool for modeling non-linear relationships between an independent variable and outcome.
- Instructors
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David Childers, Consultant at CSCAR.
Nidhi Talwar, Consultant at CSCAR. - Prerequisite
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A Windows instruction class or equivalent knowledge, basic experience in data analysis and regression, and a basic knowledge of Stata.
- Provisions
- The enrollee will receive lecture notes. Morning refreshments will be served. Break time for lunch (lunch not provided).
- Dates & Times
- Tuesday May 24, 2011 9:00 AM – 5:00 PM
- Location
- Undergraduate Science Building Room 2244, Palmer Drive
- Fees
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Registration until May 10, 2011:
$180 for University of Michigan affiliated faculty, staff and students; $400 for others
Registration after May 10, 2011:
$215 for University of Michigan affiliated faculty, staff and students; $500 for othersPlease make check payable to CSCAR-University of Michigan, or give the University of Michigan shortcode to be billed. Send check to CSCAR, 3550 Rackham Bldg., University of Michigan, 915 E. Washington St., Ann Arbor, MI, 48109-1070.
- Registration
- Call CSCAR at 734-764-7828. Enrollment is limited to 15 participants.