Statistics4MR-2022-23 — различия между версиями

Версия 18:07, 15 сентября 2022

Plan

Module 1

(1 lecture + 1 class per group X 7 weeks)

   Bootstrap + Jacknife + CV
   Sampling
   Welch test
   Mann-Whitney test
   Sample size calculation
   Multiple comparison corrections

Module 2

(1 lecture + 1 class per group X 8 weeks)

   CUPED
   Difference in Difference estimator
   Matching
   Contingency tables, Chi-squared tests
   ANOVA, ANCOVA
   Partial correlation + problem solving 

Module 3

(1 lecture + 1 class per group X 11 weeks)

   Discriminant analysis
   Logit
   PCA
   Factor analysis
   Cluster analysis, Dendrogramms
   Conjoint Analysis
   Multidimensional scaling

Grades

UoL grade = 0.7 * UoL exam + 0.3 * UoL coursework

Internal grades:

Fall grade = 0.4 * HA + 0.6 December Exam

Final grade = 0.5 * Fall grade + 0.2 HA + 0.3 * Final exam

Log-book

Lecture recordings

Week 1

Naive bootstrap, t-statistic bootstrap

Sources of wisdom:

Efron, Leisurely Look at bootstrap, jackknife and cv

Tim Hesterberg, What Teachers Should Know about the Bootstrap?

Week 2

Variance estimation: jackknife, bootstrap. Bootstrap in bootstrap.