WSS NEWS

News about activities of the Washington Statistical Society
A Chapter of the American Statistical Association

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Summer 1999

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Contents:

• SIGSTAT Meeting: S-Plus and Financial Applications
• Need a Ride to the Joint Statistical Meetings in Baltimore?
• Material from June 10th Methodology Seminar on Respondent Incentives
• 1999 FCSM Research Conference -- November 15-17, 1999
• 1999 Science Fair Winners
• WSS History
• Employment Opportunities
• Courses
• Seminars
• WSS People

SIGSTAT Meeting: S-Plus and Financial Applications

The speaker is Andrew Bruce of MathSoft.

Abstract:

About The Sessions:

• Introduction to S-PLUS in Finance

  Learn about S-PLUS in a range of applications including: GARCH forecasting of time-varying volatility; prediction of returns using conditional Trellis plots and robust regression; and non-parametric regression applied to mortgage prepayment analysis.

  Sneak Preview: Upcoming Release on Windows/NT. Attend a special preview of the upcoming release of S-PLUS on Windows/NT. Learn about new features that include links to financial data that allow you to directly import financial data into S-PLUS for further analysis.

• NUOPT for S-PLUS

  NUOPT for S-PLUS is an add-on module for solving large-scale non- linear optimization involving thousands of variables and constraints. You will learn how to use NUOPT for S-PLUS to solve a variety of portfolio optimization problems based on different measures of risk and return.

  First-time attendees should contact me (see below) and leave their name. Directions to the building can be found on the SIGSTAT website. Take the elevator in the South Tower to the 3rd floor guard's desk. After you sign in, they will direct you to the 5th floor.

Charlie Hallahan
USDA-Economic Research Service
Room 3117
1800 M St. NW
Washington, DC 20036-5831
(voice) 202-694-5051
(fax) 202-694-5718
hallahan@econ.ag.gov
www.econ.ag.gov/sigstat/

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Joint Statistical Meetings

Need a Ride to the Joint Statistical Meetings in Baltimore?

Fare: $5.00 one way
Driving Time: Approximately 1.25 hours

Reservations: E-mail request to jsmshuttle@amstat.org or fax to 703-684-8069. Give us the day and time of each trip you want to use. Non-reservations will be accommodated on a space available basis. Pay at the time of ride.

To Baltimore: Bus will originate at Union Station. Passengers can board three places: 1) Union Station, 2) Park & Ride at I-495/I-95, 3) New Carrollton Metro.

To D.C.: Pick up at Convention Center, drop off at New Carrollton Metro, I-495/I-95 Park & Ride, and Union Station.

SCHEDULE

• Sunday, August 8
  Leave Union Station: 12:00 noon
  Leave Convention Center: 8:00 pm

• Monday, August 9
  Leave Union Station: 7:00 am; 9:00 am
  Leave Convention Center: 5:00 pm; 7:00 pm

• Tuesday, August 10
  Leave Union Station: 7:00 am; 9:00 am
  Leave Convention Center: 5:00 pm; 7:00 pm

• Wednesday, August 11
  Leave Union Station: 7:00 am; 9:00 am
  Leave Convention Center: 5:00 pm; 7:00 pm

• Thursday, August 12
  Leave Union Station: 7:00 am
  Leave Convention Center: 12:30 pm

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Material from June 10th Methodology Seminar on Respondent Incentives

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1999 FCSM Research Conference
November 15-17, 1999

Contributed paper and technical demonstration sessions will provide platforms for discussion and exchange of a wide range of current research and methodological topics relevant to Federal government statistical programs. Topics include: the use of administrative data, small area estimation, meta data and data warehousing, statistical data analysis, improvements and alternatives to census-taking, cognitive research methods, estimation and editing, impact of the American Community Survey, matching and record linkage, confidentiality, response issues, new technologies, seasonal adjustment, data collection, statistical software, and display, dissemination and integration of statistical information. Papers will be made available at the conference and posted to the FCSM web site following the conference.

Conference registration and $150 fee is due by September 15, 1999. Additional information may be obtained from: Ruth Detlefsen, Bureau of the Census Bureau, Room 2641-3, Washington, D.C. 20233; Phone: 301-457-2665, Fax: 301-457-1343, and E-mail: fcsm@ccmail.census.gov. Periodic updates concerning the conference may be found on web site http://www.bts.gov/fcsm.

The 1999 FCSM Research Conference is being sponsored by various Federal government statistical agencies and hosted by the Council of Professional Associations on Federal Statistics.

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1999 Science Fair Winners

The judging was coordinated by Lee Abramson. Thanks to all WSS members who volunteered as judges. They are: Dwight Brock, Bill Cleveland, Bob Clickner*, Brenda Edwards*, Linda Hardy*, Ellen Hertz, Gene Heyman*, Bill Iwig, Tzu-Cheg Kao, Fotios Kokkotos, Heidi Krause-Steinrauf, Jurate Landwehr, Ruey-Ping Lu, Michael Messner, Michael Moll, Mark Otto, Arnold Reznek, John Schwemberger, Stuart Scott, Yvonne Sparling, Mike Stoto, Glenn White*, and Lorie Wijntjes. (* Chief Judge)

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WSS History

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WSS People

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First posted July 19, 1999
Last modified September 28, 1999

Webmaster: Dan Jacobs, Maryland Sea Grant