Notifications
Project assignment has been published. Datasets are available in the SIS, module "Předměty" (Subjects). The access is limited to the students that are registered for the course under either code (login is required). For more details, see below.
Schedule
| Lectures | |||
| Monday | 15:40 - 17:10 | K1 | |
| Tutorial Classes | |||
| Friday | 10:40 - 12:10 | K11 | Instructor: Šárka Hudecová |
| Friday | 10:40 - 12:10 | K6 | Instructor: Marek Omelka |
Course Materials
Supplementary Course Materials
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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
The credit for the tutorial class will be awarded to the student who hands in a satisfactory solution to each assignment by the prescribed deadline.
Exam Project
Completion of the project is a requirement for participating in the exam. The project report must be submitted two working days before the scheduled exam.
The requirements on the project report are described in the assignment. Feel free to ask questions by email about anything that was not explained in the assignment sufficiently well.
The project assignment varies according to the course code.
Project assignment for PMSE students enrolled in NMST412
Project assignment for FPM students enrolled in NMFP402
Examination
The exam has two parts:
- Evaluation of the project report.
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Oral 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.
To pass the exam, both parts (project + oral part) need to be passed.