Lecturer: Dr. Yonggang Yao, SAS Institute Inc. 
Time and location: 2:004:45 pm, Friday 141 (Please note this NEW location) 
Course Description: If you ever worry about the validity of the common variance or other parametric distribution assumptions for your data analysis, quantile regression might be a relief for you because quantile regression is a distributionagnostic methodology. Whereas generalized linear regression models the conditional means via link functions, quantile regression enables you to more fully explore your data by modeling conditional quantiles, tail distributions, or the entire conditional distributions. Quantile regression is particularly useful when your data are heterogeneous and when you cannot assume a parametric distribution for the response. This tutorial provides an overview and a set of intuitive examples of the quantile regression methodology. From the basic concepts and comparison to linear regression to more advanced applications and research topics, this tutorial demonstrates the benefits and potentials of using quantile regression methods and introduces computing tools for quantile model fitting, quantile predictions, conditional distribution estimation, conditional percentage estimation, and other inferences and hypothesis testing. The attendees are assumed to be familiar with basic probability distributions, linear algebra, and linear regression. The first lecture covers:
The second lecture covers:
ComputingSoftware: Neither personal computer nor preinstalled software are required in classroom. This short course will present SAS outputs for relevant example programs. You are welcome to try the programs on SAS 9.22 or later release including the free SAS University Edition. 
Short Biography: Dr. Yonggang Yao is a principal research statistician at SAS Institute Inc. He joined SAS in 2008 after obtaining his PhD in statistics from The Ohio State University. Dr. Yao has developed several SAS quantileregression procedures for standard and distributed computing environments including PROC QUANTSELECT and PROC HPQUANTSELECT. He is also the key supporting developer for two other SAS procedures: PROC QUANTREG for quantile regression and PROC ROBUSTREG for robust regression. Dr. Yao has taught tutorials on quantile regression at SAS Global Forums, the Joint Statistical Meetings, and for the ASA traveling courses. 
Registration: To ensure your seat and order a hard copy of the lecture notes, please email Professor Yanqing Sun at yasun@uncc.eduby using email subject “Lecture Registration for Applied Quantile Regression” or “Lecture Registration and Ordering Notes for Applied Quantile Regression”. There is a $20 fee for each hard copy of the lecture notes (cash or check). 
Parking: Visitor parking is available inEast Deck 1.
