- Docente: Simone Giannerini
- Credits: 8
- SSD: SECS-S/01
- Language: Italian
- Moduli: Simone Giannerini (Modulo 1) Simone Giannerini (Modulo 2)
- Teaching Mode: In-person learning (entirely or partially) (Modulo 1); In-person learning (entirely or partially) (Modulo 2)
- Campus: Rimini
- Corso: First cycle degree programme (L) in Economics and Management (cod. 0034)
Learning outcomes
The course is aimed at describing the main statistical methods relevant in the contexts of market research and quantitative Economic analysis.
Course contents
Probability theory and statistical inference
1. Probability theory
- Random variables and their characteristics.
2. Statistical inference
- Sampling distributions;
- Point estimation;
- Interval estimation;
- Statistical tests theory;
- Tests for mean and variance;
Multivariate Statistics
1. Multiple regression model
-Introduction: least square estimators;
-Inference on the regression model;
-The problem of multicollinearity;
-Model selection and goodness of fit;
-Residual analysis;
-Diagnostics;
-Real world examples;
2. Cluster analysis
-Introduction;
-Dissimilarity and distance for qualitative and quantitative
variables;
-Review of classification methods: hierarchical methods,
partitional methods;
-Criteria for selecting the number of clusters;
-Real world examples;
3. Principal component analysis
- Introduction;
- Geometric interpretation;
- Theoretical aspects;
- Objectives and examples;
Readings/Bibliography
-
Borra S., Di Ciaccio A., STATISTICA, Metodologie per le scienze economiche e sociali, McGraw-Hill, 2008, seconda edizione. http://www.ateneonline.it/diciaccio/
Cap 9 § 9.1-9.6, 9.7.1,9.7.2, 9.8.2-9.8.5 (fino a pag. 247), 9.11;
Cap10 § 10.1,10.2,10.4-10.6;
Cap11 § 11.1-11.6, 11.8;
Cap12 § 12.1-12.4, 12.6;
Cap13 § 13.1-13.6, 13.9;
Cap14 § 14.1-14.2 (no 14.2.4), 14.4, 14.5 (no 14.5.3);
Cap16 all of it;
Cap17 all of it;
Cap19 (http://www.ateneonline.it/diciaccio/capitolo_19.pdf), all of it;
-
Mignani S., Montanari A., Appunti di Analisi Statistica Multivariata, II edizione Esculapio, Bologna, 1997.
Cap 1 §1.1-1.5 (without proofs and technical details)
Cap 2 §2.1-2.3 (without proofs and technical details)
Cap 3 § 3.1-3.4; (without proofs and technical details)
Cap 7 § 7.1-7.3;
Additional material on the internet:
-
A. Montanari: Appunti sulla Regressione Multipla http://www2.stat.unibo.it/montanari/Didattica/dispensa2.pdf
Exercises and solutions of past exams
Teaching methods
- Lectures
- Classes
Assessment methods
Written examination (mandatory), oral examination (optional).
Links to further information
http://www2.stat.unibo.it/giannerini/didattica/Rimini
Office hours
See the website of Simone Giannerini