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Course detail

Models of regression

Subjet code : FAST-DA64
Faculty: Faculty of Civil Engineering
Academic year: 2011/2012
Open: Yes
Supervisor: RNDr. Helena Koutková, CSc.
Department: Institute of Mathematics and Descriptive Geometry
Study level: Doctoral
Study form: full-time study
Language of instruction: Czech
Number of credits: n. a.
Completion: examination
Year of study: 2
Semester: winter
Duty: optional

The study programmes with the given course

Objective of the course – aims of the course unit:
To provide the students with knowledge needed for sophisticated applications of statistical methods.
Objective of the course – learning outcomes and competences:
n. a.
Prerequisites:
Subjects taught in the course DA52, DA62 - Probability and mathematical statistics
Course contents (annotation):
- multidimensional normal distribution, conditional probability distribution
- regression function
- linear regression model
- nonlinear regression model
- analysis of variance
- factor analysis
Teaching methods and criteria:
n. a.
Assesment methods and criteria linked to learning outcomes:
Requirements for successful completion of the subject are specified by guarantor’s regulation updated for every academic year.
Course curriculum:
1. Multidimensional normal distribution, conditional probability distribution.
2. Regression function.
3. - 5. Linear regression model.
5.-7. General linear regression model.
8. Singular linear regression model.
9.-10. Analysis of variance.
11.-12.Factor analysis.
13. Nonlinear regression model.
Specification of controlled education, way of implementation and compensation for absences:
Extent and forms are specified by guarantor’s regulation updated for every academic year.
Recommended reading:
ANDĚL, J.: Matematická statistika. SNTL/ALFA Praha 1978
HEBÁK, P., HUSTOPECKÝ, J., MALÁ, I: Vícerozměrné statistické metody 1,2.3. INFORMATORIUM PRAHA 2007
ANDĚL, J.: Statistické metody. MATFYZPRESS PRAHA 2007
MELOUN, M., MILITKÝ, J.: Statistické zpracování experimentálních dat. PLUS Praha 1994
WALPOLE, R.E., MYERS, R.H.: Probability and Statistics for Engineers and Scientists. Macmillan Publishing Company New York 1990

Type of course unit:
Lecture: 39 hours, optionally
Teacher: RNDr. Helena Koutková, CSc.