STK4160 – Statistical Model Selection
Schedule, syllabus and examination date
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. The 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.
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.
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Recommended previous knowledge
STK1100 – Probability and statistical modelling, STK1110 – Statistical methods and data analysis 1 and one of the following courses: STK2100 – Machine learning and statistical methods for prediction and classification, STK2120 – Statistical Methods and Data Analysis 2 (discontinued) or STK3100 – Introduction to generalized linear models
10 credits overlap with STK9160 – Statistical Model Selection
For information about the potential partial overlap with other courses, contact the Department.
3 hours of lectures/exercises per week.
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.
Depending on the number of students, the exam will be in one of the following four forms:
1.Only written exam
2.Only oral exam
3.A project paper followed by a written exam.
4.A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on a general impression after the final exam. (The two parts of the exam will not be individually graded.)
The form of examination will be announced by the teaching staff by 15 October/15 March for the autumn semester and the spring semester respectively.
Examination support material
For written exam: Approved calculators are allowed.
Information about approved calculators (Norwegian only)
For oral exam: No resources are allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
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.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.