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Teacher
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CONIGLIANI CATERINA
(syllabus)
Part I: Introduction to data analysis and exploratory tecniques
- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables
(reference books)
Chatterjee, S. and Hadi, A.S. (2012), Regression Analysis by Example, 5th Edition, Wiley. Chapters: 1, 2, 3 (excluding 3.9), 4 (excluding 4.3, 4.9.2, 4.9.3, 4.10, 4.12, 4.13, 4.14), 5 (excluding 5.6 and 5.7), 6 (excluding 6.6 and 6.7), 9, 11, 12 (excluding 12.8.3 and 12.8.4), 13 (excluding 13.5, 13.6, 13.7).
Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications
Inc.
Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4
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Università Roma Tre