Multivariate Analysis

Aims of the course

The course provides students with the following skills:
• Become familiar with quantitative data collection.
• Broaden and deepen knowledge of analyzing quantitative data using multivariate statistical analysis.
• Become familiar with the statistical program R.
• Develop the ability to use statistical methods to analyze economic phenomena.

Course syllabus

1. Introduction to Statistics.
2. Sampling and statistical inference (confidence interval, parametric and nonparametric hypothesis testing).
3. Analysis of categorical data.
4. Correlation and regression analysis (assumptions testing, use of dummy variables, interactions, variable transformation with logarithm, etc.), hierarhical regression.
5. Logistic regression
6. Principal component analysis
7. Factor analysis
8. Clustering

Course director(s)