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
teacher profile teaching materials
- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables
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 e dello sviluppo LM-56 CONIGLIANI CATERINA
Programme
Part I: Introduction to data analysis and exploratory tecniques- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables
Core Documentation
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
teacher profile teaching materials
- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables
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 e dello sviluppo LM-56 CONIGLIANI CATERINA
Programme
Part I: Introduction to data analysis and exploratory tecniques- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables
Core Documentation
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