Multiple Statistical Methods

Prerequisite:

Engineering Statistics (16IST)

The course is a substitute for:

Multiple Statistical Methods (X16VSM)

Lecturer:

Tutor:

Supervisor:

Department of Economics, Management and Humanities

Synopsis:

Correlation and regression, basic concepts, simple regression, estimation of parameters, interval estimation of regression functions, measurement of dependence intensity, time series, seasonal date, multiple dependence, estimation of parameters, estimation of confidence interval, intensity of dependence, total and partial correlation coefficient, analysis of variance.

Requirements:

https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236

Syllabus of lectures:

1. Correlation and regression, basic concepts. The choice of regression

2. Measurement of dependence intensity, correlation index

3. Correlation coefficient. Spearman rank correlation

4. Point and interval estimation, confidence interval of regression functions

5. Interval estimation of correlation coefficient

6. Time series, concepts, qualities. Chronological average

7. Time series - trends

8. Time series - cyclical, seasonal date

9. Multiple dependence, estimation of parameters. Beta-coefficients

10. Intensity of dependence, total correlation coefficient

11. Partial correlation coefficient

12. Imterval estimations of partial regression coefficients

13. Analysis of variance - one factror analysis

14. Repeticion of more demanding matter. Collective consultation

Syllabus of tutorials:

1. Correlation and regression, basic concepts. The choice of regression

2. Measurement of dependence intensity, correlation index

3. Correlation coefficient. Spearman rank correlation

4. Point and interval estimation, confidence interval of regression functions

5. Interval estimation of correlation coefficient

6. Time series, concepts, qualities. Chronological average

7. Time series - trends

8. Time series - cyclical, seasonal date

9. Multiple dependence, estimation of parameters. Beta-coefficients

10. Intensity of dependence, total correlation coefficient

11. Partial correlation coefficient

12. Imterval estimations of partial regression coefficients

13. Analysis of variance - one factror analysis

14. Repetition of more demanding matter. Collective consultation

Study Objective:

Study materials:

[1] Daniel, W. W., Terrell, J. C.: Business Statistics for Management and Economics. Boston

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans:

• Ekonomika a řízení elektrotechniky a energetiky-inženýrský blok (compulsory course)
• Ekonomika a řízení elektrotechniky a energetiky-inženýrský blok (compulsory course)