Statistical Inference
Ph.D. in Economics, Statistics, and Data Science - University of Milano-Bicocca
This is the website of the Statistical Inference course of the “Ph.D. in Economics, Statistics, and Data Science (Curriculum Statistics)”, Università degli Studi di Milano-Bicocca.
Teaching material
Textbooks
- Agresti, A. 2013. Categorical Data Analysis. Third Edition. Wiley.
- Casella, G., and R. L. Berger. 2002. Statistical Inference. Duxbury Advanced Series. Duxbury.
- Davison, A. C. 2003. Statistical Models. Cambridge University Press.
- Keener, R. W. 2010. Theoretical Statistics. Springer.
- Lehmann, E. L., and G. Casella. 1998. Theory of Point Estimation. Springer.
- McCullagh, P., and J. A. Nelder. 1986. Generalized Linear Models. Chapman & Hall/CRC.
- Pace, L., and A. Salvan. 1997. Principles of Statistical Inference from a Neo-Fisherian Perspective. Advanced Series on Statistical Science and Applied Probability. World Scientific.
- van der Vaart, A. W. 1998. Asymptotic Statistics. Cambridge University Press.
Slides and lecture notes
The slides are meant to be used in HTML. However, if you really want to convert the HTML slides into pdf files, you can follow the instruction of the quarto documentation.
| Topic | Notes | Slides | Code |
|---|---|---|---|
| Introduction | Introduction | Slides Introduction | |
| Point estimation | Unit A | Slides Unit A | Code A |
| Exercises | Exercises A | ||
| Exponential families | Unit B | Slides Unit B | Code B |
| Exercises | Exercises B | ||
| Generalized linear models | Unit C | Slides Unit C | Code C |
| Exercises | Exercises C | ||
| Advanced statistical models | Unit D | Slides Unit D | Code D |
| Exercises | Exercises D |
Acknowledgments
I have made use of several other books, scientific articles, and datasets to complement the main textbooks. They are all cited at the end of each unit. Students are encouraged to consult the books: these slides are just a concise summary.
All the mistakes still present are mine.