401-3622-00L  Statistical Modelling

SemesterAutumn Semester 2021
LecturersC. Heinze-Deml
Periodicityyearly recurring course
Language of instructionEnglish



Courses

NumberTitleHoursLecturers
401-3622-00 GStatistical Modelling4 hrs
Mon10-12ML D 28 »
Thu14-16HG E 1.1 »
C. Heinze-Deml

Catalogue data

AbstractIn regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory.
ObjectiveIntroduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint.
ContentIn der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.
Prerequisites / NoticeThis is the course unit with former course title "Regression".
Credits cannot be recognised for both courses 401-3622-00L Statistical Modelling and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden).

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits8 credits
ExaminersM. Kalisch
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 120 minutes
Additional information on mode of examinationCredits cannot be recognised for both courses 401-3622-00L Statistical Modelling and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden).
Written aidsOne sheet of paper (A4, front and back) with a machine- or handwritten summary; a non-programmable pocket calculator
Online examinationThe examination may take place on the computer.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

 
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Offered in

ProgrammeSectionType
DAS in Data ScienceStatisticsWInformation
Data Science MasterCore ElectivesWInformation
Doctoral Department of MathematicsGraduate SchoolWInformation
Mathematics BachelorCore Courses: Applied Mathematics and Further Appl.-Oriented FieldsWInformation
Mathematics MasterCore Courses: Applied Mathematics and Further Appl.-Oriented FieldsWInformation
Statistics MasterRegressionWInformation
Statistics MasterStatistical ModellingWInformation