Παρουσίαση/Προβολή

Statistical Modelling - The Bayesian Approach (M.Sc. in Economics and M.Sc. in Data Analytics, Universita Cattolica del Sacro Cuore)

(SC462) - Ioannis Ntzoufras

Περιγραφή Μαθήματος

This course of Statistical Modelling for the M.Sc. programs in Economics and Data Analytics of the Universita Cattolica del Sacro Cuore at Milano.

This year I will be teaching 30 hrs of the course.

The main topics covered here are the following:

1) Introduction to Statistical Modelling, Bayesian Inference and MCMC

2) Introduction to WinBUGS

3) Normal regression and ANOVA in WinBUGS

4) GLMs in WinBUGS (Poisson regression, Logistic regression, Model defined likelihood)

5) Conjugate Regression and GLMs using R

6) Hierarchical Models

7) Model and Variable Selection Methods

Ημερομηνία δημιουργίας

Τετάρτη 16 Μαΐου 2018