Applied Statistics (tutorials)


Objective

The purpose of this course is to complete and perfect students’ methodological training. It is a chance to put the courses in data analysis, statistics, econometrics and/or time series into practice using real data. Initially, students will concentrate on identifying a problem and describing the data available. They will then model the problem, estimate the parameters of interest and test several theoretical hypotheses.

The course takes the form of work in small groups under the guidance of a supervisor. Each group of students, working on a precise subject and precise data, must apply the techniques indicated above effectively and produce a summary document presenting the work and the conclusions.

The supervisor’s role is to guide the students in their project and develop certain aspects of mathematical statistics as they arise. Finally, the supervisor helps the students use various methods or procedures in a statistical or mathematical software package (SAS, Stata, R, Gauss, Matlab).

Planning

The plan is defined by the supervisor, and the students must follow it, working together regularly. The status of the project is presented by the students during March in a progress report.

 

Références

En analyse de données, les polycopiés d’Olivier Sautory et de Gilbert Saporta, et le livre de Michel Volle (Analyse des données, éd. Economica) ;
En statistiques mathématiques, les notes de cours de Nicolas Chopin, le livre de Philippe Tassi (Méthodes statistiques, éd. Economica), et le All of Statistics (Wasserman L., 2004) ;
En économétrie, les notes de cours de Michaël Visser et Xavier D'Haultfoeuille, et le livre de J. M. Wooldridge (Econometric Analysis of Cross Section and Panel Data, éd. MIT Press) ;
En séries temporelles, le livre de Gouriéroux et Monfort (Séries temporelles et modèles dynamiques, éd. Economica) et celui d'Hamilton (Time Series Analysis, ed Princeton University Press);
En SAS « Les procédures de statistique descriptive du logiciel SAS », INSEE Guides n°1-2, d’Olivier Sautory, la brochure Macros SAS d’Analyse des données (Olivier Sautory et Michel Isnard), les livres d’Emmanuel Duguet (Introduction à SAS, éd. Economica) et d’Olivier Decourt et Hélène Kontchou (SAS 9, éd. Dunod) ;
Les tutoriels R et Stata fournis par l'ENSAE