Postgraduate Course: Statistical Modelling (MATH11039)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
5 |
Home subject area |
Mathematics |
Other subject area |
Operational Research |
Course website |
http://student.maths.ed.ac.uk |
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Course description |
Simple Multiple Regression: Polynomial, qualitative, and interaction variables; heteroscedacity and weighted least squares; hypothesis tests concerning variables and groups of variables; stepwise regression and model selection. Forecasting Regression: Trend variables, seasonal binary variables, leading indicator variables, lagged dependent variables, and first order serially correlated errors; ex-sample forecasting; Durbin-Watson and related tests. Qualitative Dependent Variables: Discriminant analysis and logistic regression; application to credit scoring; hypothesis tests, confusion matrices, ROC curves, hold-out samples. |
Entry Requirements
Pre-requisites |
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Co-requisites |
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Prohibited Combinations |
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Other requirements |
None
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Additional Costs |
None |
Course Delivery Information
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Delivery period: 2010/11 Block 4 (Sem 2), Not available to visiting students (SS1)
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WebCT enabled: Yes |
Quota: None |
Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
No Classes have been defined for this Course |
First Class |
First class information not currently available |
Summary of Intended Learning Outcomes
Ability to estimate models using SPSS and EXCEL and to interpret output. Versatility in devising and assessing model structures. Knowledge of relationships adequate to calculate statistics and model outcomes. |
Assessment Information
Examination 100% |
Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:19 am
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