shufessm Goto Github PK

absolute-penalty-strategies-based-on-local-polynomials-for-censored-partially-linear-regression

advancedmathematicalstatistics20211

applied_metrics

A PhD course in Applied Econometrics and Panel Data

ar2023

awesome-r

A curated list of awesome R packages, frameworks and software.

bopro

Code from my PhD in the Decision Neuroscience Lab

conformal

Tools for conformal inference in regression

deconvolve

R package for non-parametric deconvolution on measurement error problems.

econ5150

Econ5150@CUHK

econ5170

Econ5170@CUHK: Computational Methods in Economics (2019 Spring)

elements-of-statistical-learning

Documenting my progress as I work through The Elements of Statistical Learning book by T. Hastie, R. Tibshirani, and J. Friedman

estimation-of-the-roc-curve

Created a model to estimate the measurement error existing in ROC curves - Measurement Error model, Bernstein polynomial Model, Contaminated Non-parametric Density Estimation, MLE, EM Algorithm, R

faraway

R package, scripts and documentation supporting R books by Julian Faraway

fdacourse2019

Prof. Cao's Slides and R codes for Functional Data Analysis Course

fdaworkshop

Materials for Functional Data Analysis Workshop

gmm

A sandbox for studying GMM!! I will upload coding files to implement GMM estimations described in Hansen's Econometrics and some seminal papers!! Also I am going to upload simulation codings to explrore/discover some useful features of GMM!!

local-linear-estimation

I implement the local linear estimation described in Hansen's Econometrics.

masta

https://celehs.github.io/MASTA/

mfpca

Multivariate Functional Principal Component Analysis

missing-data-and-measurement-error

Supplementary material and reproducible research files for article “A joint Bayesian framework for missing data and measurement error using integrated nested Laplace approximations” by Emma Skarstein, Sara Martino and Stefanie Muff.

multi-response-semiparametric-additive-model-esstimators

Functions for Local polynomial based semiparametric estimators

new_mfpca

Modify the function mfpca() in R

non-parametric-econometrics

This is the R code for several common non-parametric methods (kernel est., mean regression, quantile regression, boostraps) with both practical applications on data and simulations

openintro-statistics-slides

👩🏻‍🏫 Slides for OpenIntro Statistics

optimizationwithr

outcome-error-rc

Code for simulation studies in "An approximate quasi-likelihood approach for error-prone failure time outcomes and exposures", Boe et al. (2021) (https://doi.org/10.1002/sim.9108)

parameter-selection-for-nonparametric-regression

This repository involves many parameter selection criteria for the smoothing parameter selection for the five smoothing method that are kNN regression, Kernel smoothing, Local linear regression, B-spline, truncated power basis splines and smoothing splines.

post-shrinage-estimators-for-high-dimensional-semiparametric-models

Post-shirnakge strategy for high-Dimensional Partially linear model based on smoothing splines

quantileregression

regressionananlysis