Notifications
The first tutorial class takes place on Monday Mar. 2 at 3:40am.
Schedule
| Lectures | |||
| Monday | 14:00 - 15:30 | K1 | |
| Tutorial Classes | |||
| Monday | 15:40 - 17:10 | K4 | Instructor: Šárka Hudecová |
| Monday | 15:40 - 17:10 | K6 | Instructor: Arnošt Komárek |
Course Materials
Supplementary Course Materials
-
Summary of maximum likelihood
estimation theory (pdf)
This is a useful brief summary of the maximum likelihood theory. These results are assumed to be known to the enrolled students and will be used in the course during the whole semester. They are also included in the appendix of the main course notes.
Course Plan
The course covers methods for regression analysis of responses that do not follow the normal distribution, especially of discrete responses.
We will learn to understand some of the common statistical methods for fitting regression models to such data.
The lecture focuses on the development, theoretical justification, and interpretation of these methods.
The tutorial classes will teach how to apply these methods to real problems but may include some theoretical tasks as well. A new assignment will be given about every 2 weeks.
The course will be concluded by a written data analysis project.
Prerequisites
This course assumes mid-level knowledge of linear regression theory and applications. Master students of "Probability, statistics and econometrics" must have completed the course on Linear Regression (NMSA407) prior to enrolling here. Master students of "Financial and Insurance Mathematics" must have completed the course on Financial Econometrics (NMFP401) prior to enrolling here.
Requirements for Tutorial Class Credit
Three homework assignments will be given during the semester. Each homework solution will be assessed as one of the following: Satisfactory (worth 2 points), Borderline satisfactory (worth 1 point), Unsatisfactory (0 points). Only students who get in total at least 5 points will get the course credit. It is possible to correct one borderline satisfactory report. An unsatisfactory report cannot be corrected. The nature of these requirements precludes any possibility of additional attempts to obtain the tutorial credit. The tutorial credit is necessary to sign up for the exam.
Examination
The exam has two parts. To pass the exam, both parts (project + oral part) need to be passed.
-
Oral theoretical part which
differs according to the course code/study program.
- NMFP402 (Financial and Insurance Mathematics): presentation of basic theory for a topic chosen from Chapters 3 or 4 of the course notes (key results from Chapter 2 are also needed).
- NMST412 (PMSE) presentation of theory (incl. derivations and proofs) for a topic chosen from the whole contents of the course.
- Evaluation of the project report.