Advanced Statistics

Course

Lecturer:
Michela Battauz (University of Udine)

Board Contact:
Michela Battauz

SSD: 13/STAT-01

CFU: Attendance 2 CFU + assignment 1 CFU 

Period: December 2025

Lessons / Hours: 10 hours 

Program:

Introduction to R

  • Introduction to the software
  • Explorative data analysis
  • Examples of hypothesis test: Student T-test, Two-sample independent T-test, Paired Samples T-test, Chi-square test.

Analysis of Variance

Model Evaluation

  • Information criteria
  • Cross-validation

Variable Selection

  • Classical approaches: best subset selection, forward selection, backward elimination, stepwise regression.
  • Modern approaches: shrinkage methods (ridge, lasso), boosting.
     

All lectures will be supplemented by practical examples carried out using the R software.

Verification: Assignment

Prerequisites: Inferential statistics (estimation, confidence intervals, testing, likelihood methods), multivariate regression model.