12566 - Data Analysis

Academic Year 2010/2011

  • Docente: Silvia Cagnone
  • Credits: 10
  • SSD: SECS-S/01
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Rimini
  • Corso: Second cycle degree programme (LM) in BUSINESS AND FINANCE INFORMATION SYSTEMS (cod. 8057)

Course contents

Multiple linear regression model. Model specification, estimation, residual analysis.
Generalized linear models with particular reference to the logistic regression.

Introduction to latent variable models. Factor analysis. Model specification, model properties, parameter estimation.

Rotation, factor scores, goodness of fit.

Latent trait models. Model specification for binary data. Goodness of fit, factor scores, rotations.

Lisrel Models.
Introduction to Lisrel. The measurement problem: exploratory and confirmatory factor analysis:
Reliability analysis, Cronbach alpha, path analysis. The problem of causality: the definition of causality, simultaneous equation models. Model specification: structural model and measurement model. Model identification. Parameter estimation. Model validation. The problem of categorical data and the underlying variable approach

Readings/Bibliography

D.J. Bartholomew, F.Steel, I. Moustaki, J. I. Galbraith (2002), "The Analysis and interpretation of multivariate data for social scientists", Chapman and Hall.
Teacher's notes.

Teaching methods

Lab and classroom lessons

Assessment methods

Written project and oral exam

Teaching tools

Software R and Lisrel

Office hours

See the website of Silvia Cagnone