Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
0Activity

Table Of Contents

Looking at Data
1.1 Our First Data Set
1.2 Summaries of a Single Variable
1.2.1 Categorical Data
1.2.2 Continuous Data
1.3. RELATIONSHIPS BETWEEN VARIABLES 9
1.4 The Rest of the Course
2.2.2 Bayes’ Rule
2.2.3 A “Real World” Probability Model
2.3 Expected Value and Variance
2.3.1 Expected Value
2.3.2 Variance
2.3.3 Adding Random Variables
2.4. THE NORMAL DISTRIBUTION 37
2.4 The Normal Distribution
2.5 The Central Limit Theorem
Probability Applications
3.1 Market Segmentation and Decision Analysis
3.1.1 Decision Analysis
3.1.2 Building and Using Market Segmentation Models
3.2 Covariance, Correlation, and Portfolio Theory
3.2.1 Covariance
3.2.2 Measuring the Risk Penalty for Non-Diversified Investments
3.2.3 Correlation, Industry Clusters, and Time Series
3.3 Stock Market Volatility
4.1 Populations and Samples
4.2. SAMPLING DISTRIBUTIONS 63
4.3 Confidence Intervals
4.3.1 Can we just replace σ with s?
4.3.2 Example
4.4. HYPOTHESIS TESTING: THE GENERAL IDEA 71
4.4 Hypothesis Testing: The General Idea
4.4.1 P-values
4.4.2 Hypothesis Testing Example
4.4.3 Statistical Significance
4.5 Some Famous Hypothesis Tests
4.5.1 The One Sample T Test
4.5.2 Methods for Proportions (Categorical Data)
Simple Linear Regression
5.1 The Simple Linear Regression Model
5.1.1 Example: The CAPM Model
5.2. THREE COMMON REGRESSION QUESTIONS 91
5.2 Three Common Regression Questions
5.2.1 Is there a relationship?
5.2.2 How strong is the relationship?
5.2.3 What is my prediction for Y and how good is it?
5.3. CHECKING REGRESSION ASSUMPTIONS 97
5.3 Checking Regression Assumptions
5.3.1 Nonlinearity
5.3.2 Non-Constant Variance
have non-constant variance
5.3.3 Dependent Observations
5.3.4 Non-normal residuals
5.4 Outliers, Leverage Points and Influential Points
5.4.1 Outliers
5.4.2 Leverage Points
5.4.3 Influential Points
5.4.4 Strategies for Dealing with Unusual Points
5.5 Review
Multiple Linear Regression
6.1 The Basic Model
6.2 Several Regression Questions
6.2.2 How Strong is the Relationship? R2
6.2.3 Is an Individual Variable Important? The T Test
6.2.4 Is a Subset of Variables Important? The Partial F Test
6.2.5 Predictions
6.3. REGRESSION DIAGNOSTICS: DETECTING PROBLEMS 127
6.3 Regression Diagnostics: Detecting Problems
6.3.1 Leverage Plots
6.3.2 Whole Model Diagnostics
6.4 Collinearity
6.4.1 Detecting Collinearity
6.4.2 Ways of Removing Collinearity
6.4.3 General Collinearity Advice
6.5. REGRESSION WHEN X IS CATEGORICAL 137
6.5 Regression When X is Categorical
6.5.1 Dummy Variables
6.5.2 Factors with Several Levels
6.5.3 Testing Differences Between Factor Levels
6.6. INTERACTIONS BETWEEN VARIABLES 145
6.6 Interactions Between Variables
6.6.1 Interactions Between Continuous and Categorical Variables
6.6.2 General Advice on Interactions
6.7 Model Selection/Data Mining
6.7.1 Model Selection Strategy
6.7.2 Multiple Comparisons and the Bonferroni Rule
6.7.3 Stepwise Regression
Not on the test 6.3 Where does the Bonferroni rule come from?
Further Topics
7.1 Logistic Regression
7.2 Time Series
• Time Series
7.3 More on Probability Distributions
7.3.1 Background
7.3.2 Exponential Waiting Times
7.3.3 Binomial and Poisson Counts
7.3.4 Review
7.4 Planning Studies
7.4.1 Different Types of Studies
7.4.2 Bias, Variance, and Randomization
7.4.3 Surveys
7.4.4 Experiments
7.4.5 Observational Studies
7.4.6 Summary
JMP Cheat Sheet
A.1 Get familiar with JMP
A.2 Generally Neat Tricks
A.2.1 Dynamic Graphics
A.2.2 Including and Excluding Points
A.2.3 Taking a Subset of the Data
A.2.4 Marking Points for Further Investigation
A.2.5 Changing Preferences
A.2.6 Shift Clicking and Control Clicking
A.3 The Distribution of Y
A.3.1 Continuous Data
A.3.2 Categorical Data
A.4 Fit Y by X
A.4.1 The Two Sample T-Test (or One Way ANOVA)
A.4.2 Contingency Tables/Mosaic Plots
A.4.3 Simple Regression
A.4.4 Logistic Regression
A.5 Multivariate
A.6 Fit Model (i.e. Multiple Regression)
A.6.1 Running a Regression
A.6.2 Once the Regression is Run
A.6.3 Including Interactions and Quadratic Terms
A.6.4 Contrasts
A.6.5 To Run a Stepwise Regression
Some Useful Excel Commands
The Greek Alphabet
D.1 Normal Table
D.2. QUICK AND DIRTY NORMAL TABLE 193
D.2 Quick and Dirty Normal Table
D.3 Cook’s Distance
D.4 Chi-Square Table
0 of .
Results for:
No results containing your search query
P. 1
Applied Managerial Statistics

Applied Managerial Statistics

Ratings: (0)|Views: 10|Likes:
A text for Business Students
A text for Business Students

More info:

Categories:Types, Business/Law
Published by: Muhammad Hamid Mahmood on Oct 05, 2013
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

10/05/2013

pdf

text

original

You're Reading a Free Preview
Pages 5 to 28 are not shown in this preview.
You're Reading a Free Preview
Pages 33 to 34 are not shown in this preview.
You're Reading a Free Preview
Pages 39 to 65 are not shown in this preview.
You're Reading a Free Preview
Pages 70 to 194 are not shown in this preview.
You're Reading a Free Preview
Pages 199 to 212 are not shown in this preview.

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->