I am a Senior Lecturer (equivalent to an Associate Professor in the North-American academic system) at the Department of Statistical Science at University College London. After having graduated in Statistics and Economics at the University of Bologna in 2004, I worked as an econometrician and statistician for a consulting firm and a multinational company. In 2007 I was awarded an MSc in Statistics at UCL and I defended my PhD thesis at the University of Bath in November 2010. I joined UCL as a Lecturer in Statistics in September 2010 and got promoted to Senior Lecturer in 2016.
This package provides functions for fitting copula bivariate regression models with various types of covariate effects (e.g., linear, non-linear, spatial)
and responses (discrete, binary, continuous) for several situations (e.g., endogeneity, associated model equations,
non-random sample selection, partial observability). As in GAMLSS, all model's parameters can be specified as functions of
additive predictors. This package was originally
designed to fit semiparametric bivariate probit models (hence the name of the package). However, since then
more models and options have been introduced. The fitting functions available in the package allow one to fit:
bivariate copula additive regression models with binary responses (where the link functions are not restricted to be probit). This is useful to
fit bivariate binary models in the presence of non-random sample selection or correlated/associated responses or endogeneity or partial observability.
bivariate copula models with continuous/discrete/binary margins in the presence of correlated/associated responses or endogeneity.
bivariate copula sample selection models with continuous/discrete/binary response.
trivariate binary models in the presence of non-random sample selection or correlated/associated responses.
More models and options will be incorporated from time to time. Some of
the methods/models in the package have been developed following specific requests we received from researchers and collaborators. Get in
touch if you are interested in a particular feature of the package or you would like
to discuss potential developments/data analyses. It would also helpful to know what you use
SemiParBIVProbit for, whenever you work in academia or industry.
12/2017: Copula Generalised Additive Models for Location, Scale and Shape (CFE-ERCIM 2017, University of London)
07/2017: Semiparametric Copula-Based Regression Models (38th Annual Conference of the International Society for Clinical Biostatistics, Vigo, Spain)
02/2017: A Unified Approach to Estimating Bivariate Copula Additive Models (Technische Universitat Munchen, Germany)
01/2017: One-Day Short Course on Copula Generalised Additive Models for Location, Scale and Shape with R (3rd BIOSTATNET General Meeting, Santiago de Compostela, Spain)
10/2016: On the Specification and Estimation of Bivariate Copula-Based Regression Models (Research Center for Statistics - UNIGE, Geneva, Switzerland)
08/2016: Bivariate Copula Additive Models for Location, Scale and Shape (COMPSTAT 2016, Oviedo, Spain)
09/2016: Two-Day Workshop on Missing Data with Emphasis on Sample Selection Models (Birkbeck, University of London)
06/2016: One-Day Workshop on Bivariate Copula Additive Models for Location, Scale and Shape (Barclays Investment Bank, London)
05/2016: One-Day Workshop on Bivariate Copula Additive Models for Location, Scale and Shape (Ministry of Justice, London)
01/2016: A Copula-Based Regression Framework to Deal with Non-Compliance in RCTs (UCL Medical School, Royal Free Hospital, UK)
01/2016: Flexible Bivariate Copula-Based Regression (University of Durham, UK)
08/2015: Workshops on Missing Data using Selection Models (Speaker, CDC in Atlanta and Department of Global Health and Population, Harvard)
08/2015: A Unified Modeling Approach to Estimating HIV Prevalence in Sub-Saharan African Countries (Georg-August-Universitat Gottingen, Germany)
12/2014: Copula Regression Spline Models for Binary Outcomes (CFE-ERCIM 2014, University of Pisa, Italy)
11/2014: Statistical Analysis in Development Economics (Speaker, Erasmus School of Economics, Rotterdam)
02/2014: Flexible Binary Response Sample Selection Models with Application to HIV Prevalence Estimation (Imperial College London and MRC Clinical Trials Unit London)
06/2013: Binary Generalized Extreme Value Additive Modelling and Beyond (CFE-ERCIM 2013, University of London)
12/2012: Practical Variable Selection for Generalized Models (Computing and Statistics ERCIM 2012, Oviedo, Spain)
06/2012: Semiparametric Recursive Bivariate Probit Modelling with Nonparametric Mixing (University of Bologna, Italy)
02/2012: Modelling Correlated Binary Responses within a Semiparametric Regression Framework (University of Birmingham)
PDRA and PhD students
Malgorzata Wojtys (PDRA), worked on an EPSRC funded project on semiparametric sample selection models, May 2012 - June 2013. She is now Lecturer in Statistics at Plymouth.
Ken Liang, PhD project on nonparametric spatio-temporal quantile regression, 2010 - 2014, completed
Francesco Donat, PhD project on bivariate response ordered probit modelling, 2012 - 2015, completed
Panagiota Filippou, EPSRC PhD funded project on joint modelling of endogeneity and non-random sample selection, 2013 -
Karol Wyszynski, PhD project on sample selection models for count data, 2012 - 2015, completed
Guo Xiaojia, PhD project on scenario generation using copula models, 2014 -
Robson Jose Mariano Machado, PhD project on functional forms for transition intensities in multistate models, 2014 -
Robinson Dettoni Hidalgo, PhD sponsored by Chilean Government, October 2016 -
Khalim Conn-Kowlessar, PhD sponsored by MoneySuperMarket, April 2015 -
STATG001: Statistical Models and Data Analysis (1st Term)