Giampiero Marra - Lecturer in Statistics

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Giampiero Department of Statistical Science
University College London
Gower Street
London WC1E 6BT

Office: Room 142
1-19 Torrington Place
London WC1E 7HB

Phone: +44 (0) 20 7679 1864
Fax:     +44 (0) 20 3108 3105
E-mail: giampiero.marra -AT-

Main research interests

Penalized likelihood based inference in semiparametric simultaneous equation models, quantile and expectile semiparametric regression, copula regression modelling, generalized additive and spatio-temporal modelling. Keywords: endogeneity, non-random sample selection, observed and unobserved confounding, penalised regression spline, copula.

Click here to see some of my application areas. A list of published papers is here.

Editorial service

Co-Editor, Statistics and Computing, 2015 -

Selected talks

12/2014: Copula Regression Spline Models for Binary Outcomes (Invited Talk, CFE-ERCIM 2014, University of Pisa, Italy)
11/2014: Statistical Analysis in Development Economics (Invited Speaker, Erasmus School of Economics, Rotterdam)
08/2014: Testing the Hypothesis of Exogeneity in Regression Spline Bivariate Probit Models (Talk, COMPSTAT2014, Geneva)
02/2014: Flexible Binary Response Sample Selection Models with Application to HIV Prevalence Estimation (Invited Seminar, Imperial College London and MRC Clinical Trials Unit London)
06/2013: Binary Generalized Extreme Value Additive Modelling and Beyond (Invited Talk, CFE-ERCIM 2013, University of London)
07/2013: Copula Sample Selection Modelling Using the R Package SemiParSampleSel (The R User Conference, Albacete, Spain)
06/2013: Binary Response Models to Control for Non-Random Sample Selection (4th Nordic-Baltic Biometric Conference, Stockholm, Sweden)
12/2012: Practical Variable Selection for Generalized Models (Invited Talk, Computing and Statistics ERCIM 2012, Oviedo, Spain)
06/2012: Semiparametric Recursive Bivariate Probit Modelling with Nonparametric Mixing (Invited Seminar, University of Bologna, Italy)
02/2012: Modelling Correlated Binary Responses within a Semiparametric Regression Framework (Invited Seminar, 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 -
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 -
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 -
Khalim Conn-Kowlessar, PhD sponsored by MoneySuperMarket, April 2015 -


Since 2011/2012
STATG001: Statistical Models and Data Analysis (1st Term)

STATG003: Statistical Computing (shared, 1st Term)

MATH7501: Probability and Statistics (2nd Term)

STAT2001/3101/D2: Probability and Inference (tutorials, 1st Term)
MATH7501: Probability and Statistics (2nd Term)

Short Bio, Short C.V.

Last modified: March 2015