Advanced Statistics

Course

Lecturers:
Michela Battauz, Valentina Mameli (University of Udine)

Board Contact:
Valentina Mameli

SSD: SECS-S/01

CFU: 5 CFU + assignment: 2 CFU 

Period: January 2024

Lessons / Hours: 10 lectures, 20 hours 

Program:

INTRODUCTION TO R

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

DATA PREPROCESSING

  • Missing data
  • Principal component analysis
  • Cluster analysis: Hierarchical clustering, Partitive clustering (K-Means)

VARIABLE SELECTION

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

MODEL EVALUATION

  • Information criteria
  • Cross-validation

ANALYSIS OF VARIANCE

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