Professuren für Statistik und Ökonometrie

Dr. Andreas Groll

Research interests:

  • Methods for Variable Selection and Regularization, in particular in Generalized Linear/Additive (Mixed) Models and Survival analysis
  • Categorical Data
  • Sports Statistics, in particular modeling and prediction of international soccer tournaments
  • Semiparametric Regression

Teaching:

Winter Term 2016/17

  • Spatial Statistics

Summer Term 2016

  • Statistical Programming in R

Publications:

  • Groll, A., T. Hastie and G. Tutz (2016): Selection of Effects in Cox Frailty Models by Regularization Methods, Biometrics, to appear.
  • Meid, A. D., A. Groll, U. Schieborr, J. Walker and W. E. Haefeli (2016): How can we define and analyse drug exposure more precisely to improve the prediction of hospitalizations in longitudinal (claims) data? European Journal of Clinical Pharmacology, to appear.
  • Muenchhoff, M., et al. (2016): Nonprogressing HIV-infected children share fundamental immunological features of nonpathogenic SIV infection. Science Translational Medicine 8(358): 358ra125-358ra125.
  • Groll, A., T. Kneib, A. Mayr and G. Schauberger (2016): Who's the Favourite? - A Bivariate Poisson Model for the UEFA European Football Championship 2016, Technical Report 195, Department of Statistics, LMU Munich.
  • Groll, A. and G. Tutz (2016): Variable Selection in Discrete Survival Models Including Heterogeneity, Lifetime Data Analysis, to appear.
  • Groll, A., J. Abedieh and M. J. A. Eugster (2016): Modeling Concentration in Data with an Exogenous Order, Proceedings of the 31th International Workshop on Statistical Modelling, Volume 2, 49-54.
  • Schauberger, G., A. Groll and G. Tutz (2016): Subject-Object-Specific Covariates in Paired Comparison Models ? An Application to Data from the German Bundesliga, Proceedings of the 31th International Workshop on Statistical Modelling, Volume 1, 285-290.
  • Biagini, F., A. Groll and J. Widenmann (2016): Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains, Risks, to appear.
  • Groll, A. and J. Abedieh (2016): Employment and Fertility ? A Comparison of the Family Survey 2000 and the Pairfam Panel. In R. Manca, S. McClean and C. H. Skiadas (Eds.), New Trends in Stochastic Modeling and Data Analysis, to appear.
  • Meid, A., R. Quinzler, J. Freigofas, A. Groll, K.-U. Saum, B. Schöttker, H. Brenner, D. Heider, H.-H. König, B. Wild and W. E. Haefeli (2016): Longitudinal evaluation of medication underuse in older outpatients and its association with quality of life. European Journal of Clinical Pharmacology 72: 877-885.
  • Groll, A., B. Lopez-Cabrera and T. Meyer-Brandis (2016): A consistent two-factor model for pricing temperature derivatives, Energy Economics 55: 112-126.
  • Groll, A., T. Hastie and G. Tutz (2016): Regularization in Cox Frailty Models, Technical Report 191, Department of Statistics, LMU Munich.
  • Groll, A., T. Hastie and G. Tutz (2015): Regularization in Cox Frailty Models, Proceedings of the 30th International Workshop on Statistical Modelling, Volume 1, 198-203.
  • Groll, A., G. Schauberger and G. Tutz (2015): Brazil or Germany ? who will win the trophy? Prediction of the FIFA World Cup 2014 based on team-specific regularized Poisson regression. Journal of Quantitative Analysis in Sports 11(2): 97-115.
  • Groll, A. and G. Tutz (2014): Variable selection for generalized linear mixed models by L1-penalized estimation, Statistics and Computing 24(2): 137-154.
  • Groll, A. and J. Abedieh (2014): A Study on European Football Championships in the GLMM Framework with an Emphasis on UEFA Champions League Experience, In J. R. Bozeman, V. Girardin and C. H. Skiadas (Eds.), New perspectives on stochastic modeling and data analysis, Athens: ISAST, 313-321.
  • Biagini, F., A. Groll and J. Widenmann, (2013): Intensity-based premium evaluation for unemployment insurance products. Insurance: Mathematics and Economics 53: 302-316.
  • Abedieh, J., A. Groll and M. J. A. Eugster (2013): Measuring Concentration in Data with an Exogenous Order, Technical Report 140, Department of Statistics, LMU Munich.
  • Groll, A. and J. Abedieh (2013): Spain retains its title and sets a new record - generalized linear mixed models on European football championships, Journal of Quantitative Analysis in Sports 9(1): 51-66.
  • Tutz, G. and A. Groll (2012): Likelihood-based boosting in binary and ordinal random effects models, Journal of Computational and Graphical Statistics 22(2): 356-378.
  • Groll, A. and G. Tutz (2011): Regularization for generalized additive mixed models by likelihood-based boosting, Methods of Information in Medicine 51(2): 168-177.
  • Groll, A. and G. Tutz (2011): Variable selection for generalized additive mixed models by likelihood-based boosting. In Organizing Committee (Eds.), Proceedings ASMDA, Sapienza Università di Roma, 2011.
  • Tutz, G. and A. Groll (2010): Generalized linear mixed models based on boosting. In T. Kneib and G. Tutz (Eds.), Statistical Modelling and Regression Structures - Festschrift in the Honour of Ludwig Fahrmeir, Physica.

Talks:

  • Modeling Football Results Using Match-specific Covariates, 24th November 2016, Empirical Economics and Econometrics Seminar, Innsbruck, Austria.
  • Modeling Football Results Using Match-specific Covariates, 8th October 2016, Munich Datageeks Data Day, Munich, Germany.
  • Who's the Favorite? ? A Bivariate Poisson Model for the UEFA European Football Championship 2016, 15th June 2016, Institutskolloquium, Department of Statistics, LMU Munich, Germany.
  • Modeling Football Results in Penalized Ordinal Bradley-Terry Models Including Match-specific Covariates , DAGStat, 14.-18. March 2016, Göttingen, Germany.
  • Regularization in Cox Frailty Models, IWSM 2015, 06-10 July 2015, Linz, Austria.
  • Prediction of major international soccer tournaments based on team-specific regularized Poisson regression: An application to the FIFA World Cup 2014, A Symposium on World Football Cup, 11.-12. May 2015, Athens, Greece.
  • Employment and Fertility ? A Comparison of the German Family Survey 2000 and the PAIRFAM Panel, MSTDA 2014, 11.-14. June 2014, Lisbon, Portugal.
  • Prediction of the FIFA World Cup 2014 by a regularized random effects model, 4th June 2014, Institutskolloquium, Department of Statistics, LMU Munich, Germany.
  • A Consistent 2-Factor Model for Pricing Temperature Derivatives, 2014 International Conference on Commodity Markets, 16.-17. January 2014, Paris, France.
  • Variable Selection for Generalized Linear Mixed Models by L1-Penalized Estimation, Economic Risk Seminar, 02.12.2013, Humboldt University of Berlin, Germany.
  • Employment and Fertility ? A Comparison of the German Family Survey 2000 and the PAIRFAM Panel, y-BIS 2013, 19.-21. September 2013, Istanbul, Turkey.
  • A Study on European Football Championships in the GLMM Framework with an Emphasis on UEFA Champions League Experience, AMSDA, 25.-28. June 2013, Barcelona, Spain.
  • Estimation of Stochastic Employment and Unemployment Intensities, DAGStat, 18.-23. March 2013, Freiburg, Germany.
  • Variable Selection for Generalized Linear Mixed Models by L1-Penalized Estimation, CEN, 12.-15. September 2011, Zurich, Switzerland.
  • Variable Selection for Generalized Additive Mixed Models by Likelihood-based Boosting, AMSDA, 07.-10. June 2011, Rome, Italy.
  • Ordinal Random Effects Models Including Variable Selection, BioMed-S Retreat, 22.-23. July 2010, Höhenried, Germany.
  • Variable Selection in Generalized Mixed Models, DAGStat, 23.-26. March 2010, Dortmund, Germany.
  • Generalized Additive Mixed Models Based on Boosting, DStatG Nachwuchsworkshop, 3.-5. June 2009, Merseburg, Germany.

In the summer term 2016 I worked as a visiting professor at the Seminar of Applied Stochastic at the LMU Munich.