一、課程基本資料 Course Information | ||||||||||||||||||||||||||||||||||||
科目名稱 Course Title: (中文)迴歸分析A組 (英文)REGRESSION ANALYSIS |
開課學期 Semester:108學年度第2學期 開課班級 Class:財精三A |
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授課教師 Instructor:蕭維政 HSIAO, WEI-CHENG | ||||||||||||||||||||||||||||||||||||
科目代碼 Course Code:BBM42601 | 單全學期 Semester/Year:單 | 分組組別 Section:A組 | ||||||||||||||||||||||||||||||||||
人數限制 Class Size:70 | 必選修別 Required/Elective:選 | 學分數 Credit(s):3 | ||||||||||||||||||||||||||||||||||
星期節次 Day/Session: 一34單 三34 | 前次異動時間 Time Last Edited:109年03月03日10時31分 | |||||||||||||||||||||||||||||||||||
財務工程與精算數學系基本能力指標 Basic Ability Index | ||||||||||||||||||||||||||||||||||||
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二、指定教科書及參考資料 Textbooks and Reference (請修課同學遵守智慧財產權,不得非法影印) |
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●指定教科書 Required Texts ●參考書資料暨網路資源 Reference Books and Online Resources 1. A Second Course in Statistics: Regression Analysis. William Mendenhall, Terry Sincich (2012): Prentice Hall. 2. Introduction to Regression Modeling. Bovas Abraham, Johannes Ledolter (2006): Thomson Brooks/Cole. 3. Applied Regression Analysis (3rd edition). Norman R. Draper, Harry Smith (1998) New York: John Wiley & Sons, Inc. 4. Introduction to Linear Regression Analysis (4th edition). Douglas C. Montgomery, Elizabeth A. Peck, and G. Geoffrey Vining, Wiley. | ||||||||||||||||||||||||||||||||||||
三、教學目標 Objectives | ||||||||||||||||||||||||||||||||||||
本課程介紹廣泛應用於金融和其他領域的簡單和多元線性迴歸的統計技術,以及針對感興趣變量建模。另外,學生還將學習線性迴歸的基本理論。經由相關的應用資料,學生將通過使用統計軟體R印證理論,並且學習利用迴歸模型來檢驗及說明變量之間的關係。 | ||||||||||||||||||||||||||||||||||||
The objective of this course is to introduce students to the powerful statistical techniques of simple and multiple linear regression. These techniques are widely applied in finance and other fields to modeling the relationships between variables of interest. They will be illustrated with various examples. In this course, you will also learn the fundamental theory behind linear regression and, through data examples, learn to fit, examine, and utilize regression models to examine relationships between multiple variables, using the free statistical software R. | ||||||||||||||||||||||||||||||||||||
四、課程內容 Course Description | ||||||||||||||||||||||||||||||||||||
●整體敘述 Overall Description 1. Introduction to R language 2. Simple linear regression 3. Multiple linear regression 4. Diagnostics and transformations for simple and multiple linear regression 5. Anova and confidence intervals 6. Model selection 7. Other topics |
●分週敘述 Weekly Schedule
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五、考評及成績核算方式 Grading | ||||||||||||||||||||
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六、授課教師課業輔導時間和聯絡方式 Office Hours And Contact Info | ||||||||||||||||||||
●課業輔導時間 Office Hour 1600-1700, Mon. |
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●聯絡方式 Contact Info
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七、教學助理聯絡方式 TA’s Contact Info | |||||
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八、建議先修課程 Suggested Prerequisite Course | |||||
九、課程其他要求 Other Requirements | |||||
十、學校教材上網及教師個人網址 University’s Web Portal And Teacher's Website | |||||
學校教材上網網址 University’s Teaching Material Portal: 東吳大學Moodle數位平台:http://isee.scu.edu.tw |
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教師個人網址 Teacher's Website: | |||||
其他 Others: | |||||
十一、計畫表公布後異動說明 Changes Made After Posting Syllabus | |||||