#  Special Lecture by David Firth on Quasivariances 

 





April 07, 2009

 

 

We are pleased to announce a special presentation that should be of interest. David Firth, Professor of Statistics at the University of Warwick, will present on Quasi Variances this \*Thursday\* from 12-2 pm in room K-354 in CGIS-Knafel (1737 Cambridge St, the usual meeting place for the applied statistics workshop). Professor Firth provided the following abstract for his presentation:

> The notion of quasi variances, as a device for both simplifying and enhancing the presentation of additive categorical-predictor effects in statistical models, was developed in Firth and de Menezes (Biometrika, 2004, 65-80). The approach generalizes the earlier idea of "floating absolute risk" (Easton et al., Statistics in Medicine, 1991), which has become rather controversial in epidemiology. In this talk I will outline and exemplify the method, and discuss its extension to some other contexts such as parameters that may be arbitrarily scaled and/or rotated.

Everyone (especially graduate students) is welcome and encouraged to attend. A bit of background on Professor Firth. He is Professor of Statistics at the University of Warwick. He specializes in statistical theory and methods, and has a particular interest in generalized linear models---especially as applied to the social sciences. He has published extensively in the discipline's major journals of record, such as JRSS and Biometrika, and has written several packages for the R language and environment. He has made several significant contributions to the field, and is well known as the inventor of bias-reduced logistic regression (also known as 'Firthit').

He is at IQSS as a Distinguished Visiting Fellow (April 7--17), and will be spending part of his time here working with Arthur Spirling on models of momentum for contest data.

We hope everyone will be able to attend

Posted by [Justin Grimmer](http://www.iq.harvard.edu/blog/sss/archives/author/justin-grimmer/) at April 7, 2009 5:52 PM



 

 

 



 

 

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