Data Science W271

Statistical Methods for Discrete Response, Time Series, and Panel Data

3 units

Course Description

A continuation of Data Science W203 (Exploring and Analyzing Data), this course trains data science students to apply more advanced methods from regression analysis and time series models. Central topics include linear regression, causal inference, identification strategies, and a wide-range of time series models that are frequently used by industry professionals. Throughout the course, we emphasize choosing, applying, and implementing statistical techniques to capture key patterns and generate insight from data. Students who successfully complete this course will be able to distinguish between appropriate and inappropriate techniques given the problem under consideration, the data available, and the given timeframe.

Prerequisites

W203 taken in F2016 or later & completed with a grade of B+ or above; strong hands-on experience in R; working knowledge of calculus & linear algebra; familiarity with differential calculus, integral calculus & matrix notations; or instructor approval.

Last updated:

January 5, 2018