Магистратура
2021/2022
Многомерный анализ данных
Статус:
Курс по выбору (Прикладная статистика с методами сетевого анализа)
Направление:
01.04.02. Прикладная математика и информатика
Где читается:
Международная лаборатория прикладного сетевого анализа
Когда читается:
1-й курс, 3, 4 модуль
Формат изучения:
без онлайн-курса
Охват аудитории:
для всех кампусов НИУ ВШЭ
Преподаватели:
Ферлигой Анушка
Прогр. обучения:
Прикладная статистика с методами сетевого анализа
Язык:
английский
Кредиты:
4
Контактные часы:
40
Course Syllabus
Abstract
This course will take a modern, data-analytic approach to the multiple regression model. Our coverage of the material will emphasize the ways that graphical tools can augment traditional methods for describing how the conditional distribution of a dependent variable changes along with the values of one or more independent variables. The course will examine the basic nature and assumptions of the linear regression model, diagnostic tools for detecting violations of the regression as-sumptions, and strategies for dealing with situations in which the basic assumptions are violated.
Learning Objectives
- The goal of the course is to ensure that students understand topics and principles of applied linear models on an advanced level.
- The course gives students an important foundation to develop and conduct their own research as well as to evaluate research of others.
Expected Learning Outcomes
- Have the skill to work with statistical software, required to analyze the data.
- Be able to develop and/or foster critical reviewing skills of published empirical research using applied statistical methods.
- Have the skill to meaningfully develop an appropriate model for the research question.
- Be able to criticize constructively and determine existing issues with applied linear models in published work.
- Be able to explore the advantages and disadvantages of various linear modeling instruments, and demonstrate how they relate to other methods of analysis.
- Be able to work with major linear modeling programs, especially R and SAS, so that they can use them and interpret their output.
- Have an understanding of advanced methods of linear models and related multivariate extensions.
- Know complex methods of aggregating data and dimensionality reduction.
- Know innovative, effective methods for presenting the results from statistical investigations of empirical data.
- Know new insights into the regression analysis.
- Know various modern extensions to the traditional linear model.
Course Contents
- Examining data
- General Linear Models I: The Basics of Least Squares Regression
- General Linear Models II: Effective Presentation I
- Regression with Categorical Dependent Variables I
- Regression with Categorical Dependent Variables II
- Regression diagnostics I: Unusual observations
- Regression Diagnostics II: Nonlinearity, Nonnormality, and Heteroskedasticity
- Resampling techniques for regression
- Nonlinear regression
- Nonparametric regression I: Local polynomial regression
- Nonparametric Regression II: Smoothing Splines
- Additive regression models (GAM) and graphical regression
Assessment Elements
- Final In-Class or Take-home exam (at the dis-cretion of the instructor)
- Homework Assignments (5 x Varied points)
- In-Class Labs (9-10 x Varied points)
- Quizzes (Best 9 of 10, Varied points)
Interim Assessment
- 2021/2022 4th module0.2 * In-Class Labs (9-10 x Varied points) + 0.1 * Quizzes (Best 9 of 10, Varied points) + 0.2 * Homework Assignments (5 x Varied points) + 0.5 * Final In-Class or Take-home exam (at the dis-cretion of the instructor)
Bibliography
Recommended Core Bibliography
- Berry, W. D., & Sanders, M. S. (2000). Understanding Multivariate Research : A Primer For Beginning Social Scientists. Boulder, Colo: Routledge. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=421170
- Brown, B. (2012). Multivariate Analysis for the Biobehavioral and Social Sciences : A Graphical Approach. Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=405437
- Chatterjee, S., Hadi, A. S., & Ebooks Corporation. (2012). Regression Analysis by Example (Vol. Fifth edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=959808
- Rencher, A. C., & Christensen, W. F. (2012). Methods of Multivariate Analysis (Vol. Third Edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=472234
Recommended Additional Bibliography
- Izenman, A. J. (2008). Modern Multivariate Statistical Techniques : Regression, Classification, and Manifold Learning. New York: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=275789