Applied Statistical Learning: With Case Studies in Stata

This textbook provides an accessible overview of statistical learning methods and techniques, and includes case studies using the statistical software Stata. After introductory material on statistical learning concepts and practical aspects, each further chapter is devoted to a statistical learning algorithm or a group of related techniques. In particular, the book presents logistic regression, regularized linear models such as the Lasso, nearest neighbors, the Naive Bayes classifier, classification trees, random forests, boosting, support vector machines, feature engineering, neural networks, and stacking. It also explains how to construct n-gram variables from text data. Examples, conceptual exercises and exercises using software are featured throughout, together with case studies in Stata, mostly from the social sciences; true to the book's goal to facilitate the use of modern methods of data science in the field. Although mainly intended for upper undergraduate and graduate students in the social sciences, given its applied nature, the book will equally appeal to readers from other disciplines, including the health sciences, statistics, engineering and computer science.

這本教科書提供了對統計學習方法和技巧的易於理解的概述，並包括使用統計軟體Stata的案例研究。在介紹統計學習概念和實際方面的材料之後，每個進一步的章節都專注於一個統計學習演算法或一組相關技術。特別是，本書介紹了邏輯回歸、正規化線性模型（如Lasso）、最近鄰法、朴素貝葉斯分類器、分類樹、隨機森林、提升法、支持向量機、特徵工程、神經網絡和堆疊。它還解釋了如何從文本數據中構建n-gram變量。全書充滿了例子、概念練習和使用軟體的練習，並包括Stata的案例研究，主要來自社會科學領域；忠於本書促進在該領域中使用現代數據科學方法的目標。儘管主要面向社會科學的大學生和研究生，但由於其應用性質，本書同樣適合其他學科的讀者，包括健康科學、統計學、工程學和計算機科學。

Matthias Schonlau is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Prior to his academic career, he spent 14 years at the RAND Corporation, USA, the Max Planck Institute for Human Development in Berlin, Germany, the German Institute for Economic Analysis (DIW), the National Institute of Statistical Sciences, USA, and AT&T Labs Research, USA. He won the Humboldt Prize and was elected Fellow of the American Statistical Association. He has published more than 80 peer-reviewed articles and is also the lead author of the book Conducting Research Surveys via E-Mail and the Web (RAND Corporation).

Matthias Schonlau是加拿大滑鐵盧大學統計學和精算科學系的教授。在他的學術生涯之前，他在美國RAND Corporation、德國柏林人類發展的馬克斯·普朗克研究所、德國經濟分析研究所（DIW）、美國國家統計科學研究所和美國AT&T實驗室研究部門工作了14年。他獲得了洪堡獎，並當選為美國統計學會的會士。他發表了80多篇同行評審的文章，並且是書籍《通過電子郵件和網絡進行研究調查》（RAND Corporation）的主要作者。