Singapore University of Social Sciences

ANL451 Advanced Statistical Methods is an advanced course in Statistics. It will cover topics on maximum likelihood estimation, nonlinear regression and quantile regression, and their asymptotic properties. It will cover more advanced topics in inference such as the Wald Test and the Likelihood Ratio Test. The course will focus also on statistical modelling with categorical and count variables. It will discuss models of binary outcome variables such as the Logit and Probit Models, models of multinomial outcome variables such as the Multinomial Logit Model, and models with data that are censored or truncated, and models of self-selection. Finally, it will cover models of count data such as Poisson regression and fundamentals of survival analysis such duration models.