? Credit Points : 5  ? SCQF Level : 11  ? Acronym : MAT-P-STAM

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.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 2 (Blocks 3-4)

? Contact Teaching Time : 2 hour(s) per week for 5 weeks

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.

Examination 100%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/