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:110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: 一34E | 前次異動時間 Time Last Edited:111年02月21日01時06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 自編講義及投影片。 ●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保險或金融等多個領域的簡單和多元線性迴歸模型,以及統計選模。另外,學生還將學習線性迴歸分析的基本理論,經由應用資料,透過使用統計軟體R呈現、檢驗及說明。 | ||||||||||||||||||||||||||||||||||||
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 1300-1400, 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、數位學習平台及教師個人網址 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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學校數位學習平台 University’s Digital Learning Platform: ☐東吳大學Moodle數位平台:http://isee.scu.edu.tw ☑東吳大學Tronclass行動數位平台:https://tronclass.scu.edu.tw | |||||
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 | |||||