Linear Models in Statistics

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
Vakcode EBB072A05
Vaknaam Linear Models in Statistics
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester I b
ECTS 5
Rooster rooster

Uitgebreide vaknaam Linear Models in Statistics
Leerdoelen Upon completion of the course the student is able to:
1. Analyze linear models. Topics cover:
a. Matrix algebra relevant for econometric applications: simple operations, rank, nonsingularity, decompositions, eigenvalues, p.s.d. matrices, projection matrices, partitioned matrices, matrix differentiation.,
b. Random vectors: moments, correlation matrix, linear transformations, quadratic forms
c. Multivariate normal density, Mahalanobis distance, characteristic function, marginal and conditional normal distributions, Chi-square, t and F distributions, Fisher-Cochrane theorem, non-central Chi-square distribution.
2. Apply mathematical and statistical techniques and make inferences for basic linear models
Omschrijving
Uren per week 6
Onderwijsvorm hoorcolleges, practica
(Self study (assignments))
Toetsvorm schriftelijk tentamen met open vragen
Vaksoort bachelor
Coördinator prof. dr. P.A. Bekker
Docent(en) prof. dr. P.A. Bekker , J. van Essen, MSc.
Verplichte literatuur
Titel Auteur ISBN Prijs
Statistical Inference based on the Likelihood, 1996 or later

Azzalini, A.
Entreevoorwaarden Admittance to the BSc EOR. Depending on e.g. capacity, other students may be allowed to participate in some or all course activities. (To be decided by the Programme Director.)
Opmerkingen Info: Prof. Paul Bekker, phone: +31(0)50 363 3817, e-mail: p.a.bekker@rug.nl.
Secr: Martine Geerlings-Koolman, phone: +31(0)50 363 7018, e-mail: m.a.koolman@rug.nl.
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR 2 semester I b verplicht
Courses open to Exchange Students (BSc)  ( Courses open to Exchange Students (BSc) without limited access) 2 semester I b keuze