The main objective of the course is to provide the fundamental tools for the application of statistical methods to the analysis of economic data. The theoretical part will be supported by an applied part devoted to the analysis of real data sets by means of the software R. One lecture per week will be held in the computer lab. A student that has completed the course should be practiced in the application of advanced statistical methods, should be able to interpret the results of a statistical analysis, and should be aware of limitations and possible sources of errors in the analysis.
Curriculum
scheda docente
materiale didattico
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Mutuazione: 21210065 Statistical methods in economics in Economia dell'ambiente, lavoro e sviluppo sostenibile LM-56 CONIGLIANI CATERINA
Programma
Part I: Introduction to data analysis and exploratory tecniques- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Testi Adottati
Chatterjee,S. and Hadi, A.S. (2012), Regression Analysis by Example, 5th Edition, Wiley. Chapters: 1, 2, 3 (excluding 3.9), 4 (excluding 4.3, 4.9.2, 4.9.3, 4.10, 4.12, 4.13, 4.14), 5 (excluding 5.6 and 5.7), 6 (excluding 6.6 and 6.7), 9, 11, 12 (excluding 12.8.3 and 12.8.4), 13 (excluding 13.5, 13.6, 13.7).Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Modalità Erogazione
6 lecture hours per week.Modalità Frequenza
Strongly recommended.Modalità Valutazione
Written exam in the Computer lab. Only in January and February 2025 attending students can develop and discuss a short dissertation in place of the written exam in the Computer lab.
scheda docente
materiale didattico
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Mutuazione: 21210065 Statistical methods in economics in Economia dell'ambiente, lavoro e sviluppo sostenibile LM-56 CONIGLIANI CATERINA
Programma
Part I: Introduction to data analysis and exploratory tecniques- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Testi Adottati
Chatterjee,S. and Hadi, A.S. (2012), Regression Analysis by Example, 5th Edition, Wiley. Chapters: 1, 2, 3 (excluding 3.9), 4 (excluding 4.3, 4.9.2, 4.9.3, 4.10, 4.12, 4.13, 4.14), 5 (excluding 5.6 and 5.7), 6 (excluding 6.6 and 6.7), 9, 11, 12 (excluding 12.8.3 and 12.8.4), 13 (excluding 13.5, 13.6, 13.7).Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Modalità Erogazione
6 lecture hours per week.Modalità Frequenza
Strongly recommended.Modalità Valutazione
Written exam in the Computer lab. Only in January and February 2025 attending students can develop and discuss a short dissertation in place of the written exam in the Computer lab.
scheda docente
materiale didattico
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Mutuazione: 21210065 Statistical methods in economics in Economia dell'ambiente, lavoro e sviluppo sostenibile LM-56 CONIGLIANI CATERINA
Programma
Part I: Introduction to data analysis and exploratory tecniques- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic regression
- Beta regression
- Poisson and negative binomial regression for count data
- Spatial regression models
Part 3: Panel data analysis
- Fixed effects and random effects models for dicotomous, categorical and continuous variables
- Spatial regression models for panel data.
Testi Adottati
Chatterjee,S. and Hadi, A.S. (2012), Regression Analysis by Example, 5th Edition, Wiley. Chapters: 1, 2, 3 (excluding 3.9), 4 (excluding 4.3, 4.9.2, 4.9.3, 4.10, 4.12, 4.13, 4.14), 5 (excluding 5.6 and 5.7), 6 (excluding 6.6 and 6.7), 9, 11, 12 (excluding 12.8.3 and 12.8.4), 13 (excluding 13.5, 13.6, 13.7).Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
Modalità Erogazione
6 lecture hours per week.Modalità Frequenza
Strongly recommended.Modalità Valutazione
Written exam in the Computer lab. Only in January and February 2025 attending students can develop and discuss a short dissertation in place of the written exam in the Computer lab.