Phd Course in Mathematical and Physical Sciences

2021-2022

Advanced Statistics

Basic Course

Lecturer

Michela Battauz / Valentina Mameli
University of Udine
Board Contact
Michela Battauz, Valentina Mameli
SSD
SSD SECS-S/01
CFU
Freq. 4 / Ass. 2
Period
December 2021 – January 2022
Lessons / Hours
10 lectures / 20 hours
Program

Introduction to the Use of R

  • Introduction to R syntax and presentation of the main commands.
  • Exploratory data analysis.
  • Hypothesis test examples: Student’s t test, Two independent samples test, Paired data test, Chi-square test.

Data Preprocessing

  • Management of missing data.
  • Principal component analysis.
  • Cluster Analysis: Hierarchical Clustering Algorithms, Non-Hierarchical Clustering Algorithms (K-Means).

The Selection of Model Variables

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

Evaluation of the Model

  • Information criteria.
  • Cross-validation.

Analysis of the Variance

All lessons will be accompanied by practical examples carried out with the R software.

Verification
Assignment
Prerequisites
Statistical inference, multiple linear regression model