Economic growth
Economic growth has two meanings:
1.
Firstly, and most commonly, growth is defined as an increase in the output that an economy produces
over a period of time, the minimum being two consecutive quarters.
2.
The second meaning of economic g
Chapter 1 Simple Linear Regression
(part 5)
1
Diagnostics for regression model
For the simple linear regression model
Yi = 0 + 1 Xi + i
the assumptions are
(L) Linearity of Regression function: E (Yi ) = 0 + 1 Xi or equivalently Ei = 0
(N) Normality of Er
Chapter 1 Simple Linear Regression
(part 4)
1
Analysis of Variance (ANOVA) approach to regression
analysis
Recall the model again
Yi = 0 + 1 Xi + i ,
i = 1, ., n
The observations can be written as
obs
1
2
.
.
.
Y
Y1
Y2
.
.
.
X
X1
X2
.
.
.
n
Yn
Xn
The devi
Chapter 1
1
Simple Linear Regression
(Part 3)
Write an Estimated model
Statisticians/Econometricians usually write an estimated model together with some inference statistics, the following are some formats people write a model
(i)
Y
(S.E.)
=
b0
(s(b0 )
+
Chapter 1
1
Simple Linear Regression
(Part 2)
Software R and regression analysis
Downloadable from http:/www.r-project.org/; some useful commands
setwd(path.) . to change the directory for data loading and saving
read.table . for reading/loading data
d
Chapter 1
1
Simple Linear Regression
(Part 1)
Simple linear regression model
Suppose for each subject, we observe/have two variables X and Y . We want to make
inference (e.g. prediction) of Y based on X . Because of random eect, we cannot predict
Y accura
THE ROYAL STATISTICAL SOCIETY
GRADUATE DIPLOMA EXAMINATION
NEW MODULAR SCHEME
introduced from the examinations in 2009
MODULE 4
SOLUTIONS FOR SPECIMEN PAPER B
THE QUESTIONS ARE CONTAINED IN A SEPARATE FILE
The time for the examination is 3 hours. The pape
THE ROYAL STATISTICAL SOCIETY
GRADUATE DIPLOMA EXAMINATION
NEW MODULAR SCHEME
introduced from the examinations in 2009
MODULE 4
SPECIMEN PAPER B
SOLUTIONS ARE CONTAINED IN A SEPARATE FILE
The time for the examination is 3 hours. The paper contains eight q
THE ROYAL STATISTICAL SOCIETY
GRADUATE DIPLOMA EXAMINATION
NEW MODULAR SCHEME
introduced from the examinations in 2009
MODULE 4
SOLUTIONS FOR SPECIMEN PAPER A
THE QUESTIONS ARE CONTAINED IN A SEPARATE FILE
The time for the examination is 3 hours. The pape
THE ROYAL STATISTICAL SOCIETY
GRADUATE DIPLOMA EXAMINATION
NEW MODULAR SCHEME
introduced from the examinations in 2009
MODULE 4
SPECIMEN PAPER A
SOLUTIONS ARE CONTAINED IN A SEPARATE FILE
The time for the examination is 3 hours. The paper contains eight q
3.3 Hypothesis Testing in Multiple
Linear Regression
Questions:
What is the overall adequacy of the model?
Which specific regressors seem important?
Assume the errors are independent and follow a
normal distribution with mean 0 and variance 2
1
3.3.1
Chapter 9 Variable Selection and
Model building
Ray-Bing Chen
Institute of Statistics
National University of Kaohsiung
1
9.1 Introduction
9.1.1 The Model-Building Problem
Ensure that the function form of the model is
correct and that the underlying assum
Chapter 9 Variable Selection and
Model building
Ray-Bing Chen
Institute of Statistics
National University of Kaohsiung
1
9.1 Introduction
9.1.1 The Model-Building Problem
Ensure that the function form of the model is
correct and that the underlying assum
Chapter 5 Transformations and
Weighting to Correct Model
Inadequacies
Ray-Bing Chen
Institute of Statistics
National University of Kaohsiung
1
5.1 Introduction
Recall several implicit assumptions:
1. The model errors have mean zero and
constant variance a
NUMERICAL INTEGRATION
AND
DIFFERENTIATION
423
Sol. Since the values are correct to four decimals, it follows that
= 0.5 104
Truncation error =
IJ
K
FG
H
1 3 y1 + 3 y0
1 0.0361 + 0.0441
=
1.2
6h
2
2
| See difference table in Example 6
= 0.03342
Rounding e
Financial Mathematics
SJES 2362 / SJER 2211
Annuities II
In this Lecture
Annuities review
Annuities payable more frequently than once per
year
Yield rates, reinvestment rates, IRR
Formula toolbox
Question
What are the objectives of math finance?
Ans
Theory of Interest and Derivative
SJES 2362
Lecture 3.1; Annuities II
Dr. Ahmed Shamiri
Theory of Interest and Derivative
In this Lecture
Annuities review
Annuities payable more frequently than once per
year
Yield rates, reinvestment rates, IRR
Formul
Financial Mathematics
SJES 2362 / SJER 2211
Lecture 2; Measurement of Interest II
In this Lecture
Nominal rates of interest.
Effective and nominal rates of discount.
Simple discount.
Force of interest.
Inflation and real rates of interest.
Applications.
N
Financial Mathematics
SJES 2362 / SJER 2211
Course Info.
Textbooks:
Mathematical Interest Theory, 1st Edition by James
Daniel, and Leslie Jane Federer Vaaler
Mathematics of Investment and Credit, 4th Edition, by
Broverman, S. Actex Publications. 2008
Re
Students List of Task During Industrial Training Form
Part A (to be filled by the Student)
Please return this form to your Industrial Training Coordinator at UM by the second week of your
Industrial Training placement.
Students Information
Name
:
_
Matric
Bayesian
statistics
Anscombe,
F. J.
Anscombe, F.
J.
Bayes, T.
1
Bayesian Statistics
To anyone sympathetic with the current neo-Bernoullian neo-Bayesian
Ramseyesque Finettist Savageous movement in statistics, the subject of
testing goodness of t is somethi
Answers for Tutorial 2:
1) a) 0.265625
b) -0.2678571
2) a) 0.1940104
b) -0.2670635
3) a) 0.1582031
b) -0.2666667
4) a) 0.639900
b) 31.3653
c) 0.784241
d) -6.42872
e) -13.5760
f) 0.476977
5) a) 0.6363098
b) 22.47713
c) 0.7853980
d) -6.274868
e) -14.18334
f
Mercury Poisoning
A disease caused by the
exposure of mercury or
its compound.
Outline
Causes
Effects
Prevention
Industrial Release: Minamata
Bay
Local petrochemical and plastics company,
Chisso Corporation.
Estimation of 27 tons of
methylmercury wer