Seminar of Applied Stochastics
Prof. Dr. Gerhard Tutz




Prof. Dr. Gerhard Tutz


Address

Department of Statistics
Seminar of Applied Stochastics
Ludwig Maximilians University
Akademiestraße 1, Room 457
D-80799 München

Contact

Phone:  (+49 89) 2180 3044
Fax: (+49 89) 2180 5308
E-mail: Gerhard Tutz
Office Hours: Wed 10:00-11:00 

Secretary

Phone:  (+49 89) 2180 2814
Fax: (+49 89) 2180 5308
E-mail: Katja Stiller




Research Focus:

  • Analysis of categorical data
  • Feature selection
  • Regularization and structured regression
  • Mixed models


News:

The website for the book "Regression for Categorical Data" contains an R package with examples and data sets from the book.


Regression for Categorical Data
This book introduces basic and advanced concepts of categorical regression with a focus on the structuring constituents of regression. As reference for statisticians, applied researchers, and students it includes many topics not normally included in books on categorical data analysis.

In addition to standard methods such as logit and probit models and their extensions to multivariate settings, the book presents more recent developments in regularized regression with a focus on the selection of predictors; tools for flexible nonparametric regression that yield fits that are closer to the data; non-standard tree-based ensemble methods; and tools for the handling of both nominal and ordered categorical predictors. Issues of prediction are explicitly considered in a chapter that introduces standard and newer classification techniques.