Seminars

The series hosts a seminar every other week on current research topics. The seminar often features an invited guest speaker and occasionally local faculty members, students or others affiliated with the department. The usual time of the seminar is 3:30-4:30 pm on Fridays. Professors Tatiyana V Apanasovich (apanasovich@gwu.edu), Qing Pan (qpan@gwu.edu) and Emre Barut (barut@gwu.edu ) are the Seminar Series Coordinators.


Upcoming Seminar

Date: Friday, December 2nd, 11:00am-12:00pm

Location: Duques Hall, Room 152

Title: Testing for Marginal Effects in Quantile Regression

SpeakerHuixia Judy Wang, Associate Professor of Statistics at George Washington University

Abstract: We develop a new marginal testing procedure to detect the presence of significant predictors associated with the quantiles (e.g., median) of a scalar response. The idea is to fit marginal quantile regression models based on each predictor separately, then select the predictor that minimizes the empirical quantile loss function and use the corresponding slope estimate as a test statistic. A resampling method is devised to calibrate this test statistic, which has non-regular limiting behavior due to the variable selection. Asymptotic validity of the procedure is established in a general quantile regression setting in which the marginal quantile regression models can be misspecified. Even though a fixed dimension is assumed to derive the asymptotic results, the proposed test is applicable and computationally feasible for large-dimensional predictors. The method is more flexible than existing marginal screening test methods based on mean regression, and has the added advantage of being robust against outliers. The approach is illustrated using an application to an HIV drug resistance dataset. This is a joint work with McKeague I. and Qian, M. from Columbia University.