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Further Topics in Multivariate Analysis | FTMA

Further Topics in Multivariate Analysis (FTMA)

This module is an extension of the three previous modules in the Basic Statistics Stream (BSS), covering the theory and practice of multivariate analysis. Students will gain deeper knowledge of the modelling and interpretation of interaction effects in regression models, and an introduction to ordered and categorical regression models. You will learn why and when to use interaction between explanatory variables, to do simple marginal effects of interaction variables, to understand the principles for employing multinomial and ordered categorical models, to perform simple models or these kind, and to interpret and write about your results intelligently.

Week 1: Introduction to the basic theory and practice of ordered logit and probit models and applications of interaction effects within regression models

Week 2: The basic theory and practice of multinomial regression: underlying assumptions; and issues of specification, including estimation of marginal effects and interpretation.

Half of the module is based in the lecture theatre, and half is lab-based, giving students the opportunity to work through practical exercises using Stata. To get the most out of the course, you should also expect to spend some time between sessions having fun by building your own statistical models.

Module Structure

This module consists of a two-hour lecture in the morning, and a two-hour lab session in the afternoon, repeated for 2 weeks.

Dates: 29th and 31st January 2018, 10am-12 noon and 2-4pm on both days

Prerequisites

Students wishing to take this modules should have

either successfully completed Foundations in Applied StatisticsBasic Quantitative Analysis, and Doing Multivariate Analysis, including the end-of-module tests
or have had previous training in introductory level statistics (verified by the Skill Check).

Class notes will be provided for using Stata, but students are advised to take the Introduction to Stata course if they have never used the programme before.

Software

The statistical package Stata

    Assessment

    • Weekly online quizzes to check progress
    • An end-of-module assessment (open-book online test)

    Reading List

    Available on the module's Moodle page.

    Bookings

    Bookings for this module (and all other Basic Statistics Stream modules) should be requested via our dedicated BSS booking page. The page contains a booking request form which goes live each year after the SSRMC Induction at the start of Michaelmas Term.