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STATISTICAL METHODS FOR ECONOMIC ANALYSIS Single discipline educational activity
Course Sheet Academic Year of enrolment:
Professor and Collaborators:
Hours of classroom activity:
Prerequisites:
The knowledge of Basic Statistical Techniques is requested
Objectives
Contents 1. Preface
2. Graphical representations of multivariate data
3. Principal Component Analysis
4. Factor Analysis and Structural Equation Models
5. Correspondences Analysis
6. Multidimensional Scaling
7. Data classification
8. Regression and classification trees
Extended Syllabus 1. Preface
1.1. Background
1.2. Case Studies
2. Graphical representations of multivariate data
3. Principal Component Analysis
4. Factor Analysis and Structural Equation Models
5. Correspondences Analysis
6. Multidimensional Scaling
7. Data classification
7.1. Introduction
7.2. Supervised classification (discriminant analysis)
7.3. Unsupervised classification (cluster analysis)
8. Regression and classification trees
9. Appendix
9.1. Matrix Calculus
Recommended Bibliography Course slides.
Further readings:
Giudici P, Figini S (2009). Applied Data Mining for Business and Industry. Wiley
Methods of Provision
Teaching Methods Lectures.
R practice and exercises.
Evaluation methods Verification of learning:
Knowledge and ability to understand
To verify the learning a test and an interview are scheduled. The test will consist of theoretical questions and empirical exercises on the whole program with particular attention to the use of the software R, simulating some statistical analysis on real case studies. The final evaluation, expressed in thirtieths, takes into account both the test and the interview.
Ability to apply knowledge and understanding
During the test and the interview, students' ability to apply the knowledge of advanced multivariate data analysis is tested so as to be able to deal with specific case studies.
Contacts/More Information E-mail: benedett@unich.it
In the first semester the Professor sees students only by appointment (benedett@unich.it ). In the second semester, the office hours for students is scheduled for Wednesday from 4 pm to 6 pm, studio DEC 2 ° floor, Viale della Pineta, 4.