Statistica applicata - ENG

APPLIED STATISTICS

Prof. Enea G. Bongiorno
Prof. Aldo Goia
Prof. Caterina May

Course Code: EC0003
Subject code: SECS-S01
6 ECTS – 48 hours
Location: Novara


Educational aims

The goal of the course is to introduce the students into statistical techniques and their applications using some statistical packages. Topics will be illustrated throughout real case studies.


Content of the course

1.    Introduction to R.  Programming R language. Generating data and data sources. First uni- and bi-variate statistical analysis and applications.
2.    Introduction to Multivariate Statistics: data matrix, centroid, variance-corvariance matrix. Mixtures.
3.    Cluster Analysis. Hierarchical clustering algorithms and the k-means method. Applications in Marketing.
4.    Discriminant Analysis. Predicting Credit Risk of Small Businesses: the Z-score model. ROC curve.
5.    Multivariate regression. Estimation techniques, goodness-of-fit, dummy variables, prediction. Market model regression, Production and Cost Function Estimation, Estimating Demand Functions.
6.    Logistic regression. Applications.


Prerequisites

Fundamentals of mathematics and statistics.


Course Texts

Material provided by the teachers. Further details will be given during the lessons and on the course website.
Useful textbooks are:
- P. Giudici. Data Mining. Metodi informatici, statistici e applicazioni, MacGraw Hill.
- S. M. Iacus, G. Masarotto. Laboratorio di statistica con R, MacGraw Hill, Ultima edizione.


Further informations (such as link to software website) can be found in the web page of the course at the URL:

https://eco.dir.unipmn.it/


Teaching methods

Both theoretical and practical classes will be held in a computer lab. assignments.
Frequency of lessons is highly recommended.


Examination

Written and oral examination. Oral exam is a discussion about the written exam and a short elaborate.