Oberwolfach Seminar: Semiparametric and Nonparametric Regression
- October 18th - October 24th, 2009
- Raymond Carroll, College Station
- Ciprian Crainiceanu, Baltimore
- Matthew Wand, Wollongong
Semiparametric regression is concerned with the flexible nearly nonparametric incorporation of nonlinear functional relationships in regression analyses. Assuming only a basic familiarity with ordinary regression, this short-course explains the techniques and benefits of semiparametric regression in a concise and modular fashion. Spline functions, linear mixed models and Bayesian hierarchical models are shown to play an important role in semiparametric regression. There will be a strong emphasis on implementation in R and BUGS.
Besides learning about modern semiparametric and nonparametric regression, students in the course will be exposed to the linear mixed model in a unique way.
- Session 1: Spline smoothing and generalized additive models
- Session 2: Linear mixed model approach
- Session 3: Bayesian hierarchical model approach
- Session 4: Additive mixed models
- Session 5: Bivariate smoothing
- Session 6: Non-standard semiparametric regression
- Suggested Text
Semiparametric Regression by David Ruppert, Matthew P. Wand and Raymond J. Carroll (Cambridge University Press, 2003).
This book is available in paperback. See the book web site and a
book review by Michael R. Chernick
Crainiceanu, C., Ruppert, D. and Wand, M.P.:
Bayesian Analysis for Penalized Spline Regression Using WinBUGS.
Volume 14, 2005, Issue 14 of Journal of Statistical Software.
- Deadline for applications
- September 1st, 2009
The seminars take place at the
Mathematisches Forschungsinstitut Oberwolfach.
The number of participants is restricted to 24.
The Institute covers accommodation and food.
Travel expenses cannot be reimbursed.
- full name and address, including e-mail address
- present position, university
- name of supervisor of Ph.D. thesis
- a short summary of previous work and interest
should be sent as hard copy or by e-mail (.ps or .pdf file) to:
Prof. Dr. Gert-Martin Greuel
67663 Kaiserslautern, Germany
Mathematisches Forschungsinstitut Oberwolfach
updated: December 9th, 2008