Hier finden Sie Informationen zu „Advanced Statistics“. „Advanced Statistics“ ist Teil des Moduls 07-202-1103: „Advanced Econometrics and Statistics“.
Informationen zum anderen Teil des Moduls finden Sie unter Advanced Econometrics.
The course is taking place next winter term. All relevant and detailed information can be found in Moodle course (taccess information for students can be found through Almaweb).
Inhalt
- Multivariate normal distribution
- Introduction to maximum likelihood inference
- Maximum likelihood estimation of linear normal models
- Generalized linear regression models (logistic and Poisson regression)
- Introduction to modern methods of inference (resampling, shrinkage, nonparametric and robust estimation)
Zielgruppe, Voraussetzungen und Modulprüfung
This course focuses on students of the master program in Economics, students of the master program in Data Sciences and other master programs with an interest in statistical methods.
Students should have profound previous knowledge in statistics (descriptive statistics, probability theory) as well as basic knowledge of statistical inference and econometrics, in particular simple and multiple regression analysis.
The course ends with a written examination (in combination with Advanced Econometrics) of 120 minutes.