Linear Models in Statistics

Faculteit Economie en Bedrijfskunde
Jaar 2021/22
Vakcode EBB072A05
Vaknaam Linear Models in Statistics
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester I b
ECTS 5
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Uitgebreide vaknaam Linear Models in Statistics
Leerdoelen Upon completion of the course the student is able to:
1. Apply matrix algebra relevant for econometric applications;
2. Use normally distributed random vectors to analyze linear models;
3. Apply different estimation approaches to estimate a linear model and assess its statistical properties;
4. Apply mathematical and statistical techniques to make inferences for basic linear models;
5. Use the statistical software MATLAB to estimate a linear model and make inferences.
Omschrijving The course starts with a discussion of matrix algebra relevant to econometric applications. Afterwards properties of normally distributed random vectors are analyzed. The main part is about the classical linear model. It encompasses the discussion of different estimation approaches, properties of the estimators and statistical inference.
Uren per week 4
Onderwijsvorm -hoorcollege ,  -werkcollege
Toetsvorm -groepsopdracht,  -schriftelijk tentamen (open vragen)
Vaksoort bachelor
Coördinator M. Kesina, PhD.
Docent(en) M. Kesina, PhD.
Verplichte literatuur
Titel Auteur ISBN Prijs
To be announced
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: Dr. Michaela Kesina, phone: +31(0)50 36 33151, e-mail: m.kesina@rug.nl. Secretary: Kim Beute, phone: +31(0)50 36 37018, e-mail: k.beute@rug.nl.
Opgenomen in
Opleiding Jaar Periode Type
BSc Applied Mathematics 3 semester I b keuze
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 2 semester I b verplicht
BSc Mathematics: General Mathematics  (Electives and Minor General Mathematics) 3 semester I b keuze
Courses Exchange (BSc)  (Courses Exchange Students (BSc) without limited access) 2 semester I b keuze