Units / ETC5580
ETC5580 · Advanced statistical modelling
2027 Handbook6 credit pointsLevel 5Department of Econometrics and Business Statistics
Overview
This unit introduces extensions of linear regression models for handling a wide variety of data analysis problems. Three extensions will be considered: generalised linear models for handling counts and binary data; mixed-effect models for handling data with a grouped or hierarchical structure; and non-parametric regression for handling non-linear relationships. All computing will be conducted using R.
Offerings
| Campus | Teaching period | Mode |
|---|---|---|
| Clayton | First semester | Activities scheduled as a mix of on-campus and online activities (BLENDED) |
Assessment
The Handbook lists an examination for this unit.
| # | Assessment | Type | Weight | Hurdle |
|---|---|---|---|---|
| 1 | 1 - Written | Written | 40% | — |
| 2 | 2 - Examination | Examination | 60% | — |
Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.
Requisites
prerequisite
OR
ETC2420Statistical thinking6 cpOR
ETW2510Statistical modelling for decision making6 cpOR
ETF2100Introductory econometrics6 cpOR
ETF5910Introductory applied econometrics6 cpOR
ETC3440Introductory econometrics6 cpOR
ETC5242Statistical thinking6 cpOR
ETC5256Statistical modelling for actuarial studies6 cpprohibition
Learning outcomes
- provide an understanding of statistical models for handling common data analysis problems
- develop skills for fitting, interpreting and assessing statistical models
- develop computer skills for exploring and modelling different kinds of data.
Workload
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
| Activity | Duration |
|---|---|
| Tutorials | 12 hours |
| Seminars | 24 hours |
| Workshops | 12 hours |
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