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    Raffaele MATTERA

    Insegnamento di EXPERIMENTAL RESEARCH DESIGNS

    Corso di laurea in DATA ANALYTICS

    SSD: SECS-S/02

    CFU: 6,00

    ORE PER UNITÀ DIDATTICA: 48,00

    Periodo di Erogazione: Primo Semestre

    Italiano

    Lingua di insegnamento

    Inglese

    Contenuti

    - Richiami delle distribuzioni di probabilità

    - Test di ipotesi e inferenza

    - Regressione lineare

    - Esperimenti randomizzati classici

    - Progettazione di meccanismi di assegnazione regolare

    Testi di riferimento

    "Applied Statistics and Probability for Engineers" by Douglas Montgomery and George Runger.(Ch. 9-13)

    "Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction" by Guido W. Imbens and Donald B. Rubin. (Part I, II and III)

    Obiettivi formativi

    Questo corso introduce i principi del disegno della ricerca sperimentale con particolare attenzione all'inferenza causale. Impareremo a valutare se dei trattamenti hanno un effetto sulle unità sperimentali (es. trials clinici). Si esplorano dapprima i test di ipotesi paired e l'analisi di regressione, per poi trattare in dettaglio la teoria dell'inferenza statistica negli esperimenti randomizzati. Si considera anche l'inferenza causale per gli studi osservazionali. Il corso è progettato per fornire agli studenti le competenze necessarie per analizzare i dati sperimentali e fare affermazioni causali nell'ambito dell'analisi dei dati.

    Prerequisiti

    È molto raccomandata una conoscenza di base della statistica e dell'inferenza statistica.

    Metodologie didattiche

    Lezioni teoriche ed esercitazioni.

    Metodi di valutazione

    Esame scritto con domande teoriche ed esercizi.

    Programma del corso

    1. Review of Probability Distributions

    2. Hypothesis Testing and Inference
    • Sampling Distributions
    • Tests of Hypothesis for a Single Sample
    • Tests of Hypothesis for Two Samples
    • Analysis of Variance (ANOVA)

    3. Regression Modelling
    • Classical Linear Regression Model (CLRM)
    • Inferential aspects of CLRM
    • Regression with Dummy Variables
    • Regression with Binary Dependent Variable

    4. Classical Randomized Experiments I
    • The Potential Outcomes Framework
    • Causal Directed Acyclic Graphs
    • Assignment Mechanisms
    • Bernoulli Trials
    • Completely Randomized Experiments
    • Stratified Randomized Experiments
    • Paired Randomized Experiments

    5. Classical Randomized Experiments II
    • Fisher approach
    • Neyman approach
    • Regression-based Methods
    • Covariates-adjustment

    6. Design of Regular Assignment Mechanisms
    • Unconfounded Treatment Assignment
    • Estimating the Propensity Score
    • Matching Procedures

    English

    Teaching language

    English

    Contents

    • Review of Probability Distributions

    • Hypothesis Testing and Inference

    • Regression Modelling

    • Classical Randomized Experiments

    • Design of Regular Assignment Mechanisms

    Textbook and course materials

    "Applied Statistics and Probability for Engineers" by Douglas Montgomery and George Runger.(Ch. 9-13)

    "Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction" by Guido W. Imbens and Donald B. Rubin. (Part I, II and III)

    Course objectives

    This course introduces the principles of experimental research design with an emphasis on causal inference. We will learn how to evaluate if treatments have an effect on experimental units (e.g. clinical trials). We first explore paired hypothesis testing and regression analysis, and then cover in details the theory of statistical inference in randomized experiments. Causal inference for observational studies is also considered. The course is designed to equip students with the skills needed to analyze experimental data and make causal claims in data analytics.

    Prerequisites

    Basic knowledge of statistics and statistical inference is highly recommended.

    Teaching methods

    Theoretical lectures and exercises.

    Evaluation methods

    Written exam involving theoretical questions and exercises.

    Course Syllabus

    1. Review of Probability Distributions

    2. Hypothesis Testing and Inference
    • Sampling Distributions
    • Tests of Hypothesis for a Single Sample
    • Tests of Hypothesis for Two Samples
    • Analysis of Variance (ANOVA)

    3. Regression Modelling
    • Classical Linear Regression Model (CLRM)
    • Inferential aspects of CLRM
    • Regression with Dummy Variables
    • Regression with Binary Dependent Variable

    4. Classical Randomized Experiments I
    • The Potential Outcomes Framework
    • Causal Directed Acyclic Graphs
    • Assignment Mechanisms
    • Bernoulli Trials
    • Completely Randomized Experiments
    • Stratified Randomized Experiments
    • Paired Randomized Experiments

    5. Classical Randomized Experiments II
    • Fisher approach
    • Neyman approach
    • Regression-based Methods
    • Covariates-adjustment

    6. Design of Regular Assignment Mechanisms
    • Unconfounded Treatment Assignment
    • Estimating the Propensity Score
    • Matching Procedures

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