First Announcements for the **************************************** ** 2nd Workshop on Correlated Data Modeling ** Common ideas in Biometrics and Econometrics ** Torino (Italy), 9-10 January, 2004 ** http://web.econ.unito.it/wcdm04/ *** ** Apologies for any cross-postings ****************************************
THEMES Statistical methods and models for dealing with correlated data as emerging from applications, with special emphasis in bio-medicine and econometrics. INTRODUCTION Models for correlated data are appearing as one of the most vital and exciting fields of the statistical methodology. Random effects models and estimating equations are only two of the major schemes used for dealing with the impressive mass of potential relevant applications. These are ranging from spatial analysis up to designs using repeated measures on the same subjects, with applications in classical bio-medical fields as in public health and economics, up to political sciences and sociology. In this edition (the second) of the workshop (the first was organized in Trieste in 1999 - http://dises17.units.it/wuts/ ) we propose to investigate the relationships among the various approaches and models as proposed in the various fields of application, and in particular in biometrics and econometrics. The final goal of this edition of the workshop is to improve contacts between application and methodology, as developed in the applied contexts where the models have been proposed. AIM The workshop is aimed at giving an opportunity to people working in the applied sciences and statisticians and methodologists to meet and discuss together on several approaches to deal with correlated data. ORGANIZATION Contributions should focus on models and methods for modeling correlated data. Methodological contributions should have strong potential for application. Application of methods in biomedical fields originally proposed in the econometric literature (or vice versa) together with new models for applications in any field are particularly welcome. A nominal participation fee (approximately 50€) is requested for people not presenting their work. The best 10 abstracts selected for oral presentation will have in addition travel and accommodation expenses (in the University Residence) re-funded by the local University (up to a maximum of 500€). CALL FOR PAPERS Oral presentations and two poster sessions will be organized. Applied researchers are particularly encouraged to present their ideas. Ideally, we would like to have 10-15 papers suitable for oral presentation. Each author should submit an abstract (one page) to the organizing committee (see call for paper on http://web.econ.unito.it/wcdm04/) . After acceptance, the author is supposed to send an extended abstract (min 6, max 20 pages) for publication in the volume of the proceedings. TIMETABLE Deadline for abstract submission 1 July 2003 Acceptance of contributions 1 September 2003 Deadline for extended abstract 1 November 2003 **International Scientific Committee** Gilbert MacKenzie (UK - Chairman) Gaetano Carmeci (I) Martin Crowder (UK) Anuska Ferligoj (SI) Garrett Fitzmaurice (USA) Herwig Friedl (A) Dario Gregori (I) Mohsen Pourahmadi (USA) Attilio Wedlin (I) Andreas Ziegler (D) **Local Programm Committee** Roberto Corradetti (I - Chairman) Alessandra Durio (I) Roberto Furlan (USA) Aldo Goia (I) Ennio Davide Isaia (I) Eugenio Novelli (I) Rosalba Rosato (I) Giulia Zigon (I) WEB SITE More details are availabe at: http://web.econ.unito.it/wcdm04/ CONTACT ADDRESS Alessandra Durio Dipartimento di Statistica e Matematica "Diego de Castro" Piazza Arbarello, 8 - 10122 Italy Fax: +39 011 670 62 39 e-mail: [EMAIL PROTECTED] --- Outgoing mail is certified Virus Free. Checked by AVG anti-virus system (http://www.grisoft.com). Version: 6.0.462 / Virus Database: 261 - Release Date: 3/13/2003 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
