Marialuisa RESTAINO | STATISTICAL MODELS
Marialuisa RESTAINO STATISTICAL MODELS
cod. 0212800012
STATISTICAL MODELS
| 0212800012 | |
| DEPARTMENT OF ECONOMICS AND STATISTICS | |
| EQF6 | |
| STATISTICS FOR BIG DATA | |
| 2024/2025 |
| OBBLIGATORIO | |
| YEAR OF COURSE 2 | |
| YEAR OF DIDACTIC SYSTEM 2018 | |
| SPRING SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| SECS-S/01 | 10 | 60 | LESSONS |
| Exam | Date | Session | |
|---|---|---|---|
| RESTAINO | 16/12/2024 - 12:00 | SESSIONE ORDINARIA | |
| RESTAINO | 16/12/2024 - 12:00 | SESSIONE DI RECUPERO |
| Objectives | |
|---|---|
| THE COURSE AIMS TO INTRODUCE THE MAIN STATISTICAL METHODS AND MODELS USED TO DESCRIBE, INTERPRET AND PREDICT DATA FROM VARIOUS CONTEXTS. KNOWLEDGE AND UNDERSTANDING CAPACITY THE COURSE AIMS TO PROVIDING THE THEORETICAL AND PRACTICAL TOOLS NECESSARY FOR THE CONSTRUCTION AND THE USE OF A WIDE CLASS OF STATISTICAL MODELS, EVEN COMPLEX, AND TO PREPARE THE STUDENT FOR THE INTERPRETATION, SPECIFICATION AND ESTIMATION OF THE AFOREMENTIONED MODELS. THE STRUCTURE OF THE COURSE IS MAINLY APPLIED, IN ORDER TO FOCUS ON SOLUTIONS OF THE TYPICAL PROBLEMS WITH DATA ANALYSIS, SUPPORTED BY APPROPRIATE STATISTICAL SOFTWARE, AND TO PREPARE STUDENTS FOR THE CORRECT CHOICE OF THE MOST APPROPRIATE MODELS IN THE PARTICULAR CONTEXT UNDER ANALYSIS. ALL THE TOPICS COVERED DURING THE COURSE WILL BE ACCOMPANIED BY TUTORIALS ON REAL DATA. APPLYING KNOWLEDGE AND UNDERSTANDING THE KNOWLEDGE ACQUIRED DURING THE COURSE WILL ALLOW THE STUDENT: TO BE ABLE TO IDENTIFY THE MOST APPROPRIATE MODELS FOR THE ANALYSIS AND FORECASTING OF DATA GENERATED IN DIFFERENT EMPIRICAL CONTEXTS (ECONOMIC, MANAGERIAL, MEDICAL, SOCIAL, ETC.); TO BE ABLE TO IDENTIFY AND USE STATISTICAL SOFTWARE USEFUL FOR THE ESTIMATION OF SUCH MODELS AND FOR THE CONSTRUCTION OF SUITABLE PLOTS AND TABLES TO SUMMARIZE THE RESULTS OF THE ESTIMATION AND FORECASTING; TO BE ABLE TO COMMUNICATE IN A TECHNICAL OR INFORMATIVE WAY THE FINAL ESTIMATIONS AND TO PRODUCE OR INTERPRET STATISTICAL REPORTS SUMMARIZING THE RESULTS OF THE ANALYSIS. |
| Prerequisites | |
|---|---|
| IT IS REQUIRED THE EXAM ON STATISTICAL INFERENCE AND AN ADEQUATE KNOWLEDGE OF THE LINEAR ALGEBRA |
| Contents | |
|---|---|
| THE COURSE IS DIVIDED INTO TWO MODULES MODULE 1 - REGRESSION MODEL STATISTICAL MODELS. UNIVARIATE AND MULTIVARIATE REGRESSION MODEL: SPECIFICATION, ASSUMPTIONS, PARAMETERS ESTIMATION. GAUSS-MARKOV THEOREM. MODEL CHECKING. MODULE 2: MODELS FOR QUALITATIVE AND LIMITED DEPENDENT VARIABLES MODELS FOR BINARI DEPENDENT VARIABLES. LOGIT MODEL. MULTINOMIAL MODEL. LOGIT CONDITIONAL MODEL. MODELS FOR ORDINAL DATA. MODELS FOR COUNT DATA. MODELS WITH DEPENDENT LIMITED VARIABLES. |
| Teaching Methods | |
|---|---|
| THE TOTAL NUMBER OF HOURS IS 60: 44 IN CLASSROOM AND 26 IN COMPUTING ROOM. DURING THE CLASSROOM TEACHING HOURS, THE PRESENTATION OF THEORETICAL TOPICS IS COMBINED WITH THE PRESENTATION OF CASE STUDIES WHICH FACILITATE THE UNDERSTANDING OF THE TOPICS. THE OBJECTIVE OF EXERCISES IN THE LABORATORY IS TO CLARIFY THE MAIN FUNCTIONS OF R FOR ESTIMATION OF STATISTICAL MODELS, VERIFICATION AND THEIR USE FOR FORECASTING PURPOSES AS WELL AS TO ILLUSTRATE THE USE OF STATISTICAL MODELS IN THE STUDY OF REAL DATASET. ALTHOUGH THERE IS NO OBLIGATION TO ATTEND, PARTICIPATION IN THE INTERVENING TESTS IS INTENDED ONLY FOR ATTENDING STUDENTS. |
| Verification of learning | |
|---|---|
| DURING THE COURSE, TWO INTERMEDIATE TESTS ARE PLANNED: ONE AT THE END OF THE FIRST MODULE AND ONE AT THE END OF THE SECOND. THE TOPICS OF THE INTERMEDIATE TESTS ARE LINKED TO EACH OF THE CORRESPONDING MODULES. BOTH TESTS LAST ONE HOUR AND THIRTY MINUTES. DURING EACH TEST THE STUDENT MUST ANSWER THREE THEORETICAL QUESTIONS (FOR WHICH A MAXIMUM CUMULATIVE SCORE OF 15 IS EXPECTED) AND 4 QUESTIONS RELATED TO THE USE OF R (FOR WHICH A MAXIMUM CUMULATIVE SCORE OF 15 IS ALSO EXPECTED). THE STUDENT WHO ATTEND THE COURSE MAY PARTICIPATE IN ONE OR BOTH TESTS AND PASSING RESULTS IN EXEMPTION OF THE CORRESPONDING MODULE FROM THE FINAL EXAM DURING THE SUMMER EXAMINATION SESSION (JUNE/JULY). THOSE WHO HAVE PASSED BOTH MODULES WILL DISCUSS THE INTERMEDIATE TESTS DURING THE EXAM CALLS IN THE SUMMER SESSION. THOSE WHO DO NOT PARTICIPATE IN THE INTERMEDIATE TESTS OR WHO DO NOT ATTEND THE COURSE WILL TAKE A SINGLE EXAM WHICH INCLUDES A WRITTEN TEST IN THE LABORATORY AND AN ORAL TEST. BOTH TESTS ARE RATED ON A SCALE OF THIRTIETH. TO ACCESS THE ORAL TEST YOU MUST PASS THE WRITTEN TEST WITH AT LEAST 18/30. THE WRITTEN CALCULATOR TEST (LASTING 2 HOURS) CONSISTS OF 10 QUESTIONS (6 THEORY AND 6 R-AD APPLICATIONS), EACH OF WHICH IS AWARDED A MAXIMUM SCORE EQUAL TO THREE POINTS. THIS TEST IS INTENDED TO ASSESS THE STUDENT'S ABILITY TO DEAL WITH THEORETICAL PROBLEMS, TO SELECT THE MOST APPROPRIATE STATISTICAL MODEL FOR THE TYPE OF DATA HE HAS AVAILABLE AS WELL AS HIS ABILITY TO INTERPRET THE RESULTS. THE ORAL EXAM, WITH MORE THEORETICAL CONTENTS, HAS THE OBJECTIVE OF UNDERSTANDING THE STUDENT'S MASTERY OF THE TOPICS SUBJECT OF THE COURSE AND HIS ABILITY TO TRANSMIT TO OTHERS PROBLEMS RELATING TO THE SELECTION, ESTIMATION AND VERIFICATION OF THE MODEL. EACH STUDENT WILL RECEIVE AT LEAST TWO QUESTIONS ON THEORY TOPICS AND WILL HAVE TO GIVE CLARIFICATIONS ON THE R CODE USED IN THE PRACTICAL TEST. THE EVALUATION OF THE TESTS TAKES INTO ACCOUNT THE STUDENT'S ATTITUDE IN THE USE OF THE TOOLS, THE COMPLETENESS AND COMPREHENSIVENESS OF THE ANSWERS. TO PASS THE EXAM THE STUDENT MUST AT LEAST DEMONSTRATE THAT HE KNOWS THE MAIN CHARACTERISTICS OF THE STATISTICAL MODELS PRESENTED IN THE COURSE, THEIR APPLICATION CONTEXTS AND MUST PROVIDE EVIDENCE OF BEING ABLE TO IMPLEMENT PROCEDURES FOR THEIR ESTIMATION IN R, CORRECTLY INTERPRETING THE RESULTS. THE FINAL MARK, EXPRESSED IN THIRTIETH WITH POSSIBLE HONORS, IS OBTAINED IN THE FOLLOWING WAY: • FOR THOSE WHO TAKE THE TWO INTERNAL TESTS IT IS CALCULATED THROUGH THE AVERAGE OF THE TWO TESTS TO WHICH FURTHER POINTS CAN BE ADDED (MAXIMUM 4) FOR THE DISCUSSION OF THE WORKS; • FOR OTHER STUDENTS THE MARK IS THE FRUIT OF THE SUM OF THE EVALUATION OF THE WRITTEN TEST WITH THE FURTHER POINTS THAT CAN BE ADDED (MAXIMUM 4) FOR THE ORAL TEST. |
| Texts | |
|---|---|
| LECTURES NOTES AND REFERENCES SUGGESTED BY THE INSTRUCTORS HILL C.R., GRIFFITHS W.E., LIM G. C. (2011): PRINCIPLES OF ECONOMETRICS, WILEY (FIFTH EDITION) WOOLDRIDGE, J.M. (2020): INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, SOUTH-WESTERN PUB (7TH EDITION) GREENE, W.H. (2018): ECONOMETRIC ANALYSIS, PEARSON (8TH EDITION) |
| More Information | |
|---|---|
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