Preparation for Statistics MA?

[jndaven]

I'm a non-math major who wants a masters degree in statistics. I know various programs recommend linear algebra and multivariate calculus as the absolute minimum preparation for a stats MA, but what should I take to actually be competitive for admission and well prepared? A year of calc-based stats, real analysis, etc.? I have a BA in economics, but I am not interested in prepping for an econ PhD. I want to do applied social science research without resorting to a fluffier masters like public policy...

I've taken econ stats (no calc), econometrics, linear algebra, and multivariate calculus. Recommendations?

[skibum1981]

At least the following:

-- Probability Theory Course

-- Stats Course (basic decision theory, parameter estimation, moment generating functions, sampling, etc.)

-- A rigorous linear algebra course (at should get through SVD at the very minimum, and hopefully to some other factorizations like QR and Cholesky)

-- Real Analysis with some basic topology mixed in (hopefully covering a touch of Lesbesgue integration if possible)

Also, I'd learn a vector-based programming language (i.e., Matlab) and know generally how to program well, as well as learning some basic data structures and search algorithms, etc. Courses beyond the above that probably every PhD applicant has:

-- Stochastic Processes

-- One other stats class: Theoretical Stats (Decision and Estimation), Analysis of Variance, Time Series.

[alicealice]

skibum seems to have in mind the sort of preparation that admissions committees would like to see from their PhD applicants. Since you wish to do applied policy/social science statistics and apply for Master's programs, I would suggest that you take:

(As suggested by skibum)

-- Linear algebra or an optimization course, whichever one with introduce you to various matrix decompositions

-- Probability theory (one where you will be introduced to forms of convergence and basic results like the Dominated Convergence Theorem)

-- Real analysis (at the 3rd or 4th year level, whichever your university offers)

Then also

-- Regression analysis or another course in applied stats. Econometrics probably introduced you to some basic regression techniques, but you'll need a more indepth understanding of regression to do non-econ statistics. Definitely take a course in regression analysis/linear models and/or applied multivariate statistics. These courses will put you into the right mindframe.

If your university offers an undergrad level course that covers maximum likelihood estimation, take it. But I wouldn't worry too much about theoretical statistics beyond basic likelihood theory. You'll have to take a stat theory course as part of your master's degree, and I don't see much of an advantage to studying theory in any depth before grad school. Most universities don't even teach decision theory at the undergrad level, so you won't feel like you're behind your cohort for not having studied it before.

[ralphhumacho]

First, I'd brush up on Calculus (I, II and Multivar) as well as Linear Algbera. Next, I would learn the basics of the major statistical software packages your school uses (SAS, R, etc) This will save you a TON of time and you will be able to focus on the actual material in your applied classes rather than be bogged down in having to learn the software (I know a few people who did poorly in a Regression class I took simply because they had to devote too much time to learning SAS at the beginning of the semester, and then fell behind.)

[skibum1981]

I can't speak for SAS and the others, but Matlab is such a joke to learn that if you spend more than 4 hours getting comfortable using it, something is wrong with you. This is provided you have any programming experience whatsoever.

If you have no programming experience, then yes, spend some time on that. It'd be a good idea to take an intro CS course...

[jndaven]

Thanks all, this is very helpful in identifying the gaps in my preparation.

[fuyuki]

I'm also a non math major going for master in Statistics. Currently I'm a 3rd year undergraduate Biology BS with Statistics minor. What is the difference between a MA in Statistics and MS in Statistics? Would it be easier to get a job with MS or MA? Would graduate courses in Statistics help with my application? My school require 2 courses at graduate level which are Mathematical Statistics, and Bayesian Statistics in order to obtain a minor in statistics. Thanks