The course covers the basics of statistical modelling with the software Stata. Much emphasis is placed on the linear regression model, tackling issues in specification (transformations, non-linear functions, interactions, selection of covariates) and model checking (collinearity, heteroscedasticity, outliers). Models for categorical responses are also considered, in particular logit and probit models for binary responses. The ideas are illustrated through the analysis of real data using Stata.
The teacher will point out some online resources on
https://www.stata.com/
https://stats.idre.ucla.edu/stata/
Obiettivi Formativi
The student will be able to carry out a statistical analysis based on simple regression models using Stata, understanding and checking the assumptions and interpreting the results in an effective way.
Prerequisiti
Statistical inference.
Metodi Didattici
Lessons, possibly in lab.
Modalità di verifica apprendimento
Homeworks assigned during the course.
Programma del corso
The course covers the basics of statistical modelling with the software Stata. Much emphasis is placed on the linear regression model, tackling issues in specification (transformations, non-linear functions, interactions, selection of covariates) and model checking (collinearity, heteroscedasticity, outliers). Models for categorical responses are also considered, in particular logit and probit models for binary responses. The ideas are illustrated through the analysis of real data using Stata.