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 |
Taught in Gaelic? | No |
| 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 (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
| Not being delivered |
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% |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | STAM |
Contacts
| Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: |
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