Statistical Data Analysis

Objectives:

The aim of the course is to train students to be able to make decisions by analyzing properly the statistical data in hand, using the free source software R. Through examples they are introduced to basic statistical methods, like statistical hypothesis testing, regression analysis (linear and non linear), predictions, multivariate data analysis (classification and clustering).

Skills:

To implement properly basic statistical methods. To be able to interpret and present their results.

Prerequisites:

It is not absolutely necessary, but it is of help is someone already had a first introductory course in statistics, data mining or something similar. It is far more important the students to be handy with the use of the software, so that the lecture concentrates on the statistical notions.

Content:

Statistical data (introduction to R, data entry and presentation, exploratory data analysis)

Assignment 1: case study

Statistical hypothesis testing (normal distribution, sample vs population, point estimates, hypothesis testing and confidence intervals for means, proportions variances, ANOVA, χ²-tests)

Assignment 2: case study

Regression Analysis I: (fundamental concepts for linear regression, diagnostic checking, model selection, prediction, non-linear regression)

Assignment 3: case study

Regression Analysis II: (logit and probit models, GLM, classification)

Assignment 4: case study

Topics in multivariate data analysis-machine learning

Textbooks:

Heiberger, R. M., Holland B., Statistical Analysis and Data Display, An Intermediate Course with Examples in S-Plus, R, and SAS, Springer, New York, 2004, ISBN: 0-387-40270-5

Ledolter, J., Data mining and business analytics with R, John Wiley & Sons, Inc, Hoboken, New Jersey, 2013, ISBN 978-1-118-44714-7

Efron, B., Hastie, T., Computer Age Statistical Inference: Algorithms, Evidence, and Data Science, Cambridge University Press, 2016, ISBN: 9781316576533

Gentle, J. E. (Επιμέλεια Μωυσιάδης, Χ.), Στοιχεία Υπολογιστικής Στατιστικής

Εκδόσεις Πανεπιστημίου Μακεδονίας, Θεσσαλονίκη, 2009, ISBN: 978-960-8396-49-4

Assessment:

Four (4) assignments during the teaching period (50% of the total assessment) and an open book final examination (50% of the total assessment)

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