M5120 Linear Models in Statistics I

Faculty of Science
Autumn 2011
Extent and Intensity
2/1/0. 3 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
RNDr. Marie Forbelská, Ph.D. (lecturer)
Mgr. Ondřej Pokora, Ph.D. (seminar tutor)
Guaranteed by
prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Thu 8:00–9:50 M1,01017
  • Timetable of Seminar Groups:
M5120/01: Mon 8:00–8:50 MP1,01014, O. Pokora
M5120/02: Mon 9:00–9:50 MP1,01014, O. Pokora
M5120/03: Mon 10:00–10:50 MP1,01014, O. Pokora
Prerequisites (in Czech)
M4122 Probability and Statistics II || M6130 Computational statistics
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
At the end of this course, students should be able to understand and utilize basic procedures of statistical regression analysis. Introduced and explained are the multinomial normal distribution, its properties, the distribtion of quadratic forms, the regular regression model and optimal estimators of its parameters. Explanations are based on matrix access. The practical applications of the course in many baches is immediately.
Syllabus
  • Basic knowledge of matrix algebra: positive definite matrix, idempotent matrix, generalized inverse of matrix. Normal distribution: n-dimensional normal distribution and its properties, distribution of quadratic forms. Regression: regular linear regression model, least squares method and estimators of model's parameters, properties of the estimators, testing hypotheses about the parameters and confidence intervals for parameters, special cases - comparison of two regression dependencies, basic of regression diagnostics. Correlation: correlation coefficient, multiple correlation coefficient, partial correlation coefficient, their sampling opposites and tests for them.
Literature
  • ANDĚL, Jiří. Matematická statistika. Vyd. 2. Praha: SNTL - nakladatelství technické literatury, Alfa, vydavatelstvo technickej a ekonomickej literatury, 1985, 346 s. URL info
  • RAO, C. Radhakrishna. Lineární metody statistické indukce a jejich aplikace. Translated by Josef Machek. Vyd. 1. Praha: Academia, 1978, 666 s. URL info
Teaching methods
Lectures: theoretical explanation with practical examples Exercises: solving problems for understanding of basic concepts and theorems, contains also more complex problems.
Assessment methods
lecture, class exercises; 2 written tests; final grade: written and oral examination
Language of instruction
Czech
Further Comments
Study Materials
The course is taught annually.
Listed among pre-requisites of other courses
The course is also listed under the following terms Autumn 2007 - for the purpose of the accreditation, Autumn 2010 - only for the accreditation, Autumn 2002, Autumn 2003, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2007, Autumn 2008, Autumn 2009, Autumn 2010, Autumn 2011 - acreditation, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, autumn 2021, Autumn 2022, Autumn 2023, Autumn 2024.
  • Enrolment Statistics (Autumn 2011, recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2011/M5120