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Advanced Statistical Methods

Class at Faculty of Arts |
ASG500111

Syllabus

The following topics will be presented:<br>

1. Typology of multidimensional methods. Basic descriptive methods and graphs. Smooth introduction to multidimensional geometry. <br>

2. Principal Component Analysis}: geometry, interpretation and usage.<br>

3. Factor Analysis: theoretical assumptions, geometry, implications, description, interpretation and prediction. Relation to PCA.<br>

4. Cluster Analysis.<br>

5. Discriminant analysis. Linear, Fisher's, quadratic ... Introduction to classification.<br>

6. Classification and Regression Trees (CART). Slight introduction to other (non-linear) methods (neural networks, SVM). Measurement of classifiers' quality.<br>

7. Regression and Generalized Linear Models.<br>

8. Logistic regression.<br>

9. Log-lineár regression models and analysis of contingency tables.

Annotation

The course is an introduction to a broad spectrum of multidimensional methods of statistical analysis. The techniques useful potentially in sociology will be focused as well as their principal properties and limitations.

Repetitive enrollment is allowed.