Name: Varying Coefficient Models in R
Start: 2018-05-10T19:00:00-04:00
End: 2018-05-10T21:00:00-04:00
Location: Ann Arbor SPARK

This month we have A2RUG member Giacomo Benini presenting on Varying Coefficient Models in R; see below for more information.

There'll be pizza and beverages (thanks SPARK!), and after the talk we'll head to a nearby bar or restaurant to continue the discussion.

---

Varying Coefficient Models in R

High degrees of heterogeneity across economic units can make the estimates of structural parameters inaccurate and uninformative. This presentation reviews how semiparametric varying coefficient models can identify observed cross-sectional heterogeneity both in presence of continuous-continuous interaction and continuous-factor interaction. The coefficients variation across groups improves the quality of the estimates and increases the credibility of the identification assumptions normally used in triangular models.

Giacomo Benini is a Post-Doctoral Researcher at the Aramco Research Center in Detroit. He earned a PhD in Econometrics from Geneva University where his thesis was titled "Capturing Heterogeneity by Varying Coefficient Models".

Andrew Moore

Rob Weyant

Ann Arbor R User Group

R User Groups

SPARK provides space and food for the meetup

Ann Arbor SPARK

The RC RUGS program provides financial support for R User Groups.

R Consortium

Technology

Open Source

Statistical Computing

Computer Programming

Big Data

Data Visualization

Predictive Analytics

Data Mining

R Project for Statistical Computing

Data Science

Data Analytics

Applied Statistics

Bayesian Statistics