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/
Learning Objectives
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.
Prerequisites
Statistical inference.
Teaching Methods
Lessons, possibly in lab.
Type of Assessment
Homeworks assigned during the course.
Course program
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.