STK4160 – Statistical Model Selection
Course description
Schedule, syllabus and examination date
Course content
Traditional statistical analysis focuses on the learning of good techniques for analysing data from a given model. Such methods also typically assume that the model is correct. This course considers methods for selecting the most suitable model, from a list of candidate models, for given data. Model selection criteria, such as AIC, BIC and FIC, are developed and applied. This course also considers the statistical behaviour of these methods, as well as the consequences of applying traditional fixed-model techniques, when it is not given in advance which model is to be used.
Learning outcome
The student will learn how to set up natural candidate models, for given types of situations, and will also learn how to optimally select among these, for different purposes. Furthermore, one learns about the consequences of the additional uncertainty related to the fact that the selected model is not given in advance, when the final inference statements are to be given.
Admission to the course
Students admitted at UiO must?apply for courses?in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.
Nordic citizens and applicants residing in the Nordic countries may?apply to take this course as a single course student.
If you are not already enrolled as a student at UiO, please see our information about?admission requirements and procedures for international applicants.
Recommended previous knowledge
- STK1100 – Probability and Statistical Modelling
- STK1110 – Statistical Methods and Data Analysis
- one of the following courses:?
Overlapping courses
- 10 credits overlap with STK9160 – Statistical Model Selection.
Teaching
3 hours of lectures/exercises per week throughout the semester.
The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.
Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.
Examination
The exam in this course will be held in one of four ways:
Final written exam 4 hours which counts 100 % towards the final grade.
Final oral exam which counts 100 % towards the final grade.
Project assignment and final written exam 4 hours, where the assignment counts 50 % and the exam counts 50 % towards the final grade.
- Project assignment and final oral exam, where the assignment counts 50 % and the exam counts 50 % towards the final grade.
The form of examination will be announced by the lecturer by 15 October/15 March for the autumn semester and the spring semester respectively.
It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK9160 – Statistical Model Selection
Examination support material
Written examination: Approved calculators are allowed. Information about approved calculators in Norwegian.
Oral examination: No examination support material is allowed.
Language of examination
Courses taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.
Grading scale
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Resit an examination
This course offers both postponed and resit of examination. Read more:
More about examinations at UiO
- Use of sources and citations
- Special exam arrangements due to individual needs
- Withdrawal from an exam
- Illness at exams / postponed exams
- Explanation of grades and appeals
- Resitting an exam
- Cheating/attempted cheating
You will find further guides and resources at the web page on examinations at UiO.