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ADL - Longitudinal Data Analysis

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Degree competences to which the subject contributes

Others:

NURIA PEREZ ALVAREZ - A CARLES SERRAT PIE - A

Coordinator: CARLES SERRAT PIE

Teaching unit: Academic year:

ECTS credits:

715 - EIO - Department of Statistics and Operations Research 749 - MAT - Department of Mathematics

2015

MASTER'S DEGREE IN STATISTICS AND OPERATIONS RESEARCH (Syllabus 2013). (Teaching unit Optional)

5 Teaching languages: English

Degree:

Teaching staff

Specific:

3. CE-1. Ability to design and manage the collection of information and coding, handling, storing and processing it. 4. CE-3. Ability to formulate, analyze and validate models applicable to practical problems. Ability to select the method and / or statistical or operations research technique more appropriate to apply this model to the situation or problem. 5. CE-4. Ability to use different inference procedures to answer questions, identifying the properties of different estimation methods and their advantages and disadvantages, tailored to a specific situation and a specific context. 6. CE-6. Ability to use appropriate software to perform the necessary calculations in solving a problem.

Prior skills

The prior skills that are desirable are the ones from basic courses in mathematical statistics and probability in the degree courses. Two referencies that can help to prepare in this preliminary phase are:

Gómez, G. (2002) Estadística Matemàtica 1 (Teoria). Apunt de la FME. Universitat Politècnica de Catalunya. Gómez, G, Nonell, R and Delicado, P. (2002) Estadística matemàtica 1. (Problemes). Apunts de la FME. Universitat Politècnica de Catalunya

Timetable: It will be announced at the beginning of the semester.

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Longitudinal data combine information from the variability between individuals and the evolution and variation within individuals. For this reason, they represent, by their frequency and relevance, a challenge not only for the professional statistician but also for the theoretical development.

The course objective is, first, to develop the theoretical framework and, second, to implement the knowledge gained by using the statistical software R.

2. FOREIGN LANGUAGE: Achieving a level of spoken and written proficiency in a foreign language, preferably English, that meets the needs of the profession and the labour market.

Learning objectives of the subject

Total learning time: 125h Hours large group: Hours medium group: Hours small group: Guided activities: Self study: 30h 0h 15h 0h 80h 24.00% 0.00% 12.00% 0.00% 64.00% Study load

The course is practical and PBL oriented (Project / Problems Based Learning). Specifically:

a) Outline the methodological needs from real data analysis,

b) Develop the theoretical model (interest will be focused on the modeling and interpretation of results and, secondarily, in demonstrating the theoretical results).

c) Return to the data to perform the analysis and interpretation of results. Labs sessions will be in R.

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Linear Model (LM) and Generalized Linear Model

(GLM).

Linear Mixed Model with Random Effects (LMM).

Generalized Estimation Equations (GEE).

Generalized Linear Mixed Model (GLMM).

Learning time: 25h Learning time: 25h Learning time: 25h Learning time: 25h Theory classes: 6h Laboratory classes: 3h Self study : 16h Theory classes: 6h Laboratory classes: 3h Self study : 16h Theory classes: 6h Laboratory classes: 3h Self study : 16h Theory classes: 6h Laboratory classes: 3h Self study : 16h Linear Model (LM) and Generalized Linear Model (GLM).

Linear Mixed Model with Random Effects (LMM).

Generalized Estimation Equations (GEE).

Generalized Linear Mixed Model (GLMM).

Description:

Description:

Description:

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- Part of the final grade comes from the practices during the course (50%)

- The final exam will consist of a theoretical part (25%) and a data analysis part (25%)

Qualification system

Regulations for carrying out activities

For current practices (50%).

They are mandatory, in English and they will be in groups of 2-4 students. They consist of the analysis of a data set, and prepare a report with the theoretical and software procedures that were used and a defense in the class room with digital media. The evaluation will take into account a 10% self-assessment and peer assessment of the various groups.

Final Test (50%) Part 1

Part 1.1 (30 minutes, 12.5%) Single answer multiple choice test on theoretical and / or methodological aspects of the course. There shall be four questions with three possible answers (only one correct) and a 50% penalty for incorrect answers.

Part 1.2 (60 minutes, 12.5%) Answer 4 essay questions on theoretical and / or methodological aspects of the course. In this first part of the exam the student may NOT have the course material, but only writing instruments and calculator. Part 2 (90 minutes, 25%) Practical exercise on data analysis.

In this second part of the exam the student may have all the course material (in paper and / or digital).

Introduction to Missing Data Analysis.

Learning time: 25h

Theory classes: 6h Laboratory classes: 3h Self study : 16h

Introduction to Missing Data Analysis.

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Basic:

Complementary:

Diggle, P.; Liang, K-Y.; Zeger, S.L. Analysis of longitudinal data. 2nd ed. Oxford University Press, 2002. Lindsey, James K. Models for repeated measurements. 2nd ed. Clarendon Press, 1999.

Molenberghs, G.; Verbeke, G. Models for discrete longitudinal data [on line]. Springer, 2005Available on: <http://dx.doi.org/10.1007/0-387-28980-1>.

Verbeke, G.; Molenberghs, G. Linear mixed models for longitudinal data [on line]. Springer-Verlag, 2000Available on: <http://www.springerlink.com/content/x51758/>.

McCulloch, C.E.; Searle, S.R. Generalized, linear and mixed models. New York: John Wiley & Sons, 2000. Little, Roderick J.A.; Rubin, D.B. Statistical analysis with missing data. 2nd ed. John Wiley & Sons, 2002.

McCullagh, P.; Nelder, J.A. Generalized linear models. 2nd ed. Chapman & Hall, 1989. Crowder, M.J.; Hand, D.J. Analysis of repeated measures. Chapman and Hall, 1990.

Pinheiro, J.C.; Bates, D.M. Mixed effects models in S and S-Plus [on line]. Springer-Verlag, 2000Available on: <http://link.springer.com/book/10.1007%2Fb98882>.

Schafer, J. Analysis of incomplete multivariate data. Chapman & Hall, 1997.

References

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