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Introduction to statistical learning 720


 
Module code EKT 720
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

The emphasis is on the theoretical understanding and practical application of advances in statistical modelling. The following topics are covered: Single equation models: Nonparametric regression. Bootstrap procedures within regression analysis, k-nearest neighbour classification. Modelling categorical dependent variables - Logit/Probit models. Multiple outputs. Linear regression of an indicator matrix. Ridge regression. Non-linear regression modelling.  Some new developments in regression and classification.
Simultaneous equation models: Specification, identification and estimation of simultaneous equation models.

Module credits 15.00
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites RAL 780 or WST 311, 312, 321, 322
Contact time 1 web-based period per week, 1 lecture per week
Language of tuition Module is presented in English
Academic organisation Statistics
Period of presentation Semester 2

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