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Click on a course to be taken to its description. SSC Statistics CoursesSSC 380C. Statistical Methods I SSC 380D. Statistical Methods II SSC 381. Mathematical Methods for Statistical Analysis SSC 382. Introduction to Probability and Statistics SSC 183K. Data Analysis Applications SSC 384: Topics in Statistics and Probablility SSC 385: Topics in Applied Statistics SSC Scientific Computation CoursesSSC 392M. Computational Economics SSC 394C. Parallel Computing fo Scientists and Engineers Course DescriptionsSSC 380C. Statistical Methods I. An introduction to the fundamental concepts and methods of statistics. the course will cover topics ranging from descriptive statistics, sampling distributions, confidence intervals, and hypothesis testing. Topics could include simple and multiple linear regression, Analysis of Variance, and Categorical Analysis. Use of statistical software is emphasized. Prerequisite: Graduate standing. SSC 380D. Statistical Methods II. A continuation of SSC 380C: Statistical Methods I. The course presents an overview of advanced statistical modeling topics. Topics may include random and mixed effects models, time series analysis, survival analysis, Bayesian methods, and multivariate analysis of variance. Use of statistical software is emphasized. Prerequisite: Graduate standing, and Statistics and Scientific Computation 380C or the equivalent. SSC 381. Mathematical Methods for Statistical Analysis. Introduction to mathematical concepts and methods essential for multivariate statistical analysis. Topics include basic matrix algebra, eigenvalues and eigenvector, quadratic forms, vector and matrix differentiation, unconstrained optimization, constrained optimization, and applications in multivariate statistical analysis. Prerequisite: Graduate standing and one course in statistics. SSC 382. Introduction to Probability and Statistics. Expectation and variance of random variables, conditional probability and independence, sampling distributions, point estimation, confidence intervals, hypothesis tests, and other topics. Prerequisite: Graduate standing, and M408D or M408L. SSC 183K. Data Analysis Applications. Introduction to the use of statistical or mathematical applications for data analysis. Two hours per week for eight weeks. May be repeated for credit when the topics vary. Offered on the credit/no credit basis only. Prerequisite: Graduate Standing. SSC 384: Topics in Statistics and Probablility. Concepts of probability and mathematical statistics with applications in data analysis and research. May be repeated for credit when the topics vary. Prerequisite: Graduate standing, and Statistics and Scientific Computation 382, Mathematics 362K and 378K, or consent of instructor. Topic 1: Applied Probability. Basic probability theory, combinatorial analysis of random phenomena, conditional probability and independence, parametric families of distributions, expectation, distribution of functions of random variables, limit theorems. Topic 2: Mathematical Statistics I. The first semester of a two-semester course covering the general theory of mathematical statistics. The two-semester course covers distributions of functions of random variables, properties of a random sample, principles of data reduction, overview of hierarchical models, decision theory, Bayesian statistics, and theoretical results relevant to point estimation, interval estimation, and hypothesis testing. Topic 3: Mathematical Statistics II. A continuation of Statistics and Scientific Computation 384 (Topic 2). Additional prerequisite: Statistics and Scientific Computation 384 (Topic 2). Topic 4: Regression Analysis. Simple and multiple linear regression, inference in regression, prediction of new observations, diagnostics and remedial measures, transformations, model building. Emphasis will be on both understanding the theory and applying theory to analyze real data. Topic 5: Multivariate Statistical Analysis. Introduction to the general multivariate linear model: a selection of techniques including principle components, factor analysis, and discriminant analysis. Topic 6: Design and Analysis of Experiments. Design and analysis of experiments, including one-way and two-way layouts; components of variance; factorial experiments; balanced incomplete block designs; crossed and nested classifications; fixed, random, and mixed models; split plot designs. Topic 7: Bayesian Statistical Methods. Fundamentals of Bayesian inference in single and multi-parameter models for inference and decision making, including simulation of posterior distributions, Markov chain Monte Carlo methods, hierarchical models, and empirical Bayes models. Topic 8: Time Series Analysis. Introduction to statistical time series analysis: ARIMA and more general models, forecasting, spectral analysis, and time domain regression. Model identification, estimation of parameters, and diagnostic checking are included. Additional Prerequisite: Statistics and Scientific Computation 384 (Topic 3) and consent of instructor. Topic 9: Computational Statistics. A course in modern computationally-intensive statistical methods including simulation, optimization methods, Monte Carlo integration, maximum likelihood / EM parameter estimation, Markov chain Monte Carlo methods, resampling methods, non-parametric density estimation. Topic 10: Stochastic Processes. Concepts and techniques of stochastic processes with an emphasis on the nature of change of variables with respect to time. Characterization, structural properties and inference are covered. Topic 11: Selected Topics. Additional prerequisite: Consent of instructor. SSC 385: Topics in Applied Statistics. Theories, models and methods for the analysis of quantitative data. With consent of the graduate advisor, may be repeated for credit when the topics vary. Prerequisite: Graduate standing, and Statistics and Scientific Computation 380 or 382 or consent of instructor. Topic 1: Experimental Design. Principles, construction and analysis of experimental designs. Includes one-way classification, randomized blocks, Latin squares, factorial and nested designs. Fixed and random effects, multiple comparisons, and analysis of covariance. Additional prerequisite: Data Analysis I or its equivalent. Topic 2: Applied Regression. Simple and multiple linear regression, residual analysis, transformations, model building with real data, testing models. Additional prerequisite: Experimental Design or its equivalent. Topic 3: Applied Multivariate Methods. A practical introduction to the analysis of multivariate data as applied to examples from the social sciences. Multivariate linear model, principal components and factor analysis, discriminant analysis, clustering and canonical correlation. Additional prerequisite: Applied Regression or its equivalent. Topic 4: Analysis of Categorical Data. Methods for analyzing categorical data. Topics include categorical explanatory variables within the General Linear Model; models of association among categorical variables; models in which the response variable is categorical or is a count. Logical similarities across methods will be emphasized. Topic 5: Structural Equation Modeling. Introduction to the basic concepts, methods and computing tools of structural equation modeling. Emphasis will be placed on developing a working familiarity with some of the common statistical procedures, coupled with their application through the use of statistical software. Additional prerequisite: Applied Regression or its equivalent. Topic 6: Hierarchical Linear Models. Introduction to multilevel data structures, model building and testing, effect size, fixed and random effects, missing data and model assumptions, logistic HLM, statistical power, and design planning. Additional prerequisite: Applied Regression or its equivalent. Topic 7: Survey Sampling and Methodology. Survey planning, execution and analysis. Principles of survey research, including sampling, measurement; questionnaire construction and distribution; response effects; validity and reliability; scaling data sources; data reduction and analysis. Topic 8: Introduction to Bayesian Methods. A practical introduction to Bayesian statistical interference, with an emphasis on applications in behavioral and measurement research. Examination of how Bayesian statistical inference differs from classical inference in the context of simple statistical procedures and models, such as hypothesis testing, ANOVA and regression. Additional prerequisite: Applied Regression or its equivalent. Topic 9: Longitudinal Data Analysis. Applications of models to data collected at successive points in time. Multilevel models for change, random coefficient models; latent growth curve models; models for nonlinear growth. applications of models to event-occurrence data. Discrete-time and continuous-time event history models. Topic 10: Modern Statistical Methods. An introduction to conducting statistical analysis using modern resampling methods of bootstrapping and Monte Carlo simulation. Equal emphasis will be placed on theoretical understanding and application. Topic 11: Mathematical Statistics for Applications. Introduction to the basic concepts of probability and mathematical statistics for doctoral degree students who plan to use statistical methods in their research but do not need a highly mathematical development of the subject. Topics include probability distributions and estimation theory and hypothesis testing techniques. Additional prerequisite: A calculus course covering integration and differentiation. Topic 12: Meta-Analysis. An introduction to statistics used to synthesize statistical results from a set of studies. Course content can include calculation of different effect sizes, calculating pooled estimates using fixed and random effects models, testing moderating variables using fixed and mixed effects models, test of heterogeneity of effect sizes, assessing and correcting publication bias. Additional prerequisite: Applied Regression (Topic 2) or the equivalent. Topic 13: Factor Analysis. An introduction to exploratory and confirmatory factor analysis. Exploratory factor analysis section's content can include review of matrix algebra and vector geometry, principal components and principle axis factoring, factor rotation methods. Confirmatory factor analysis section's content includes single- and multiple-factor, multi-sample models, multi-trait-multi-method method and latent means modeling. For both methods, experience will be provided in writing up and critiquing others' studies. Additional prerequisite: Applied Regression (Topic 2) or the equivalent. Topic 14: Maximum-Likelihood Statistics. Introduction to the likelihood theory of statistical inference. Topics include probability distributions, estimation theory, and applications of the MLE to models with categorical or limited dependent variables, even count models, event history models, models for time-series cross-section data, and models for hierarchical data. Topic 15: Survival Analysis/DurationModeling. This course will focus on the statistical methods related to the analysis of survival or time to event data. Survival analysis, hazard modeling, has applications in several fields, such as studying time till death (medical or biological), length of unemployment (economics), a felon's time to parole (criminology), duration of first marriage (sociology), and reliability and failure time analysis (engineering). The class will focus on practical applications. Some of the topics covered in the course will include descriptive statistics, such as Kaplan-Meier estimators, semiparametric and parametric regression models, model development and assessing model adequacy. Topic 16: Selected Topics. SSC 388. Consulting Seminar. Supervised experience in applying statistical or mathematical methods to real problems. Participation in weekly consulting sessions; directed readings in the statistical literature; the ethics of research and consulting; report writing and presentations. May be repeated for credit. Prerequisite: Graduate standing, and consent of instructor. SSC 392M. Computational Economics. Same as Economics 392M (Topic 12). Introduction to the development and solution of economic models of growth, macroeconomic fluctuations, environmental economics, financial economics, general equilibrium models, game theory and industrial economics. The course also includes sections on neural nets, genetic algorithms and agent-based methods and stochastic control theory applied to a variety of economic topics. Prerequisite: Graduate standing. |



