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UW Statistics Courses
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== Mathematical Statistics and Econometrics == Do you want to get serious about Statistics? Do you want to learn ''why'' statistical methods depend on assumptions and not just *how* to apply them? Do you already have a strong math or statistics background? Then these classes are for you. '''ECON 580/CS&SS 509, Mathematical Statistics''' This class is great. It is a big class with quantitative methods folks from all over the social sciences. It is a "meta-methods class." The goal of the course is for you to understand in mathematical terms and notation how to derive statistical methods from probability theory. You work through proofs of various statistical methods. It covers probability theory, statistical tests, OLS, MLE, and Bayesian inference. There is some R programming where you use simulations to demonstrate theorems or analytical results. This class is very much not applied. There are pretty hard tests and homework assignments where you prove theorems and derive corollaries. To enjoy this class you should have at least 2 quarters of college calculus and an introductory stats sequence under your belt, or a strong math background (e.g. you were a math or physics major). You can brush up on your calculus and stats to prepare for this class. Kaylea recommends Kahn Academy for calculus and [https://onlinecourses.science.psu.edu/stat414 PSU (414 and 415)] for statistics. '''ECON 581, Econometrics''' The first few weeks of ECON581 generalize 580 into the multivariate case. The second part provides regression methods (instrumental variables, two stage least squares, GMM) for when OLS assumptions are violated. In addition to calculus you used in CS&SS 509, ECON 581 uses multivariate calculus (partial derivatives, gradients), and linear algebra. Most students in 581 are PhD students in Stats, ECON, or finance. CS&SS and 581 cover pretty much all the econometrics useful for applied empirical research. Applied courses in CSSS will be more useful for learning about time series, longitudinal, count data and so on. ECON582 is on nonparametric models and ECON583 and ECON 584 are "Econometric Theory I and II" and will be excellent but only really for folks building new econometric theories. Most students taking 583 and 584 will be PhD students in the ECON department specializing in methods. 580 is great. 581 is good, but CS&SS 503 and 510 should cover the most useful stuff in 581 except you won't do the proofs yourself. If you are seriously considering taking 583 or 584 you might also consider switching to a PhD in economics. :)
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