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Course Description |
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Course Name |
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Advanced Regression Analysis |
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Course Code |
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EM 209 |
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Course Type |
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Compulsory |
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Level of Course |
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First Cycle |
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Year of Study |
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2 |
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Course Semester |
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Fall (16 Weeks) |
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ECTS |
: |
4 |
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Name of Lecturer(s) |
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Asst.Prof.Dr. GÜLSEN KIRAL Res.Asst. FELA ÖZBEY |
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Learning Outcomes of the Course |
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Investigates the relationships between variables Models based on the establishment of relationships between variables Makes estimation and analysis from the models
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Mode of Delivery |
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Face-to-Face |
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Prerequisites and Co-Prerequisites |
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None |
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Recommended Optional Programme Components |
: |
none |
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Aim(s) of Course |
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To create the infrastructure necessary theoretical training during the period of education .Training and Analysis of the data can face the public and private sector |
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Course Contents |
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Relationships between variables, correlation analysis, simple linear regression, multiple regression, regression models, the validity and reliability of curvilinear regression, linear regression model assumptions and assumptions deviate from the states |
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Language of Instruction |
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Turkish |
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Work Place |
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Clarooms (3. Blok)
Comp. Lab. (2. Blok) |
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Course Outline /Schedule (Weekly) Planned Learning Activities |
| Week | Subject | Student's Preliminary Work | Learning Activities and Teaching Methods |
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1 |
Introduction to regression analysis, regression analysis, and the purposes of the definition, regression analysis, data types, Regression and Correlation Analysis |
Read the chapter on the textbook. |
lectures |
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2 |
Simple Linear Regression, Regression coefficients of the OLS (Ordinary Least Squares Method) and the estimated |
Read the chapter on the textbook. |
lectures |
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3 |
the standard error of the regression model and coefficients, significance tests and confidence intervals, analysis of variance |
Read the chapter on the textbook. |
lectures |
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4 |
The correlation coefficient, the coefficient of determination, and their significance tests |
Read the chapter on the textbook. |
lectures |
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5 |
Random error term (residues-residues) assumptions about, examining the assumption of normality of the error term |
Read the chapter on the textbook. |
lectures |
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6 |
To investigate the validity and reliability of the coefficients, elasticity coefficients |
Read the chapter on the textbook. |
lectures |
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7 |
Multiple coefficient of determination, for the validity of the regression model analysis of variance, Simple and multiple regression models of non-linear |
Read the chapter on the textbook. |
lectures |
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8 |
Midterm Exam |
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|
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9 |
Autocorrelation, Random error term (residues-residues) assumptions about, examining the assumption of normality of the error term |
Read the chapter on the textbook. |
lectures |
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10 |
Autocorrelation problem identification and solutions. Multicollinearity problem |
Read the chapter on the textbook. |
lectures |
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11 |
Constant variance assumption (Homoskedasite), variable variance (Heterodskedasite) state of constant variance revealed problems and solutions |
Read the chapter on the textbook. |
lectures |
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12 |
problems and solutions of linear multicollinearity, example |
Read the chapter on the textbook. |
lectures |
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13 |
Multiple linear regression models, alternative methods of selection of variables to be included in the model. Dummy variable models |
Read the chapter on the textbook. |
lectures |
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14 |
Minitab and SPlus applications in solving regression models. Dummy dependent variable models |
Read the chapter on the text and computer books. |
lectures and practice at the comp. lab. |
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15 |
homework presentation |
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16/17 |
final |
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Required Course Resources |
| Resource Type | Resource Name |
| Recommended Course Material(s) |
Rawlings, John O. (1988). Applied Regression Analysis: A Research Tool , Wadsworth & Brooks.
Uygulamalı Regresyon ve Korelasyon Analizi, İ.Ü. İŞLETME FAKÜLTESİ, Neyran Orhunbilge
Reha Alprar 2003 .”Uygulamalı Çok Değişkenli İstatistiksel Yöntemlere Giriş 1 “
Samprit Chatterjee, Ali S. Hadi Bertham Price (2000) “Regression Analysis by Example”
Miller, I. and M. Miller (2004). Mathematical Statistics with Applications , Pearson Education.
Mendenhall, W. and T. Sincich (1996). A Second Course in statistics: Regression Analysis , Prentice Hall.
Uygulamalı Regresyon ve Korelasyon Analizi, Neyran Orhunbilge. İ.Ü. İŞLETME FAKÜLTESİ .Avcıol Basım Yayın / Ders Kitapları Dizisi
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| Required Course Material(s) | |
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Assessment Methods and Assessment Criteria |
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Semester/Year Assessments |
Number |
Contribution Percentage |
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Mid-term Exams (Written, Oral, etc.) |
1 |
60 |
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Homeworks/Projects/Others |
2 |
40 |
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Total |
100 |
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Rate of Semester/Year Assessments to Success |
40 |
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Final Assessments
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100 |
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Rate of Final Assessments to Success
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60 |
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Total |
100 |
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| Contribution of the Course to Key Learning Outcomes |
| # | Key Learning Outcome | Contribution* |
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1 |
Models problems with Mathematics, Statistics, and Econometrics |
3 |
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2 |
Explains Econometric concepts |
3 |
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3 |
Estimates the model consistently and analyzes & interprets its results |
4 |
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4 |
Acquires basic Mathematics, Statistics and Operation Research concepts |
3 |
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5 |
Equipped with the foundations of Economics, and develops Economic models |
1 |
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6 |
Describes the necessary concepts of Business |
0 |
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7 |
Acquires the ability to analyze, benchmark, evaluate and interpret at conceptual levels to develop solutions to problems |
3 |
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8 |
Collects, edits, and analyzes data |
4 |
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9 |
Uses a package program of Econometrics, Statistics, and Operation Research |
4 |
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10 |
Effectively works, take responsibility, and the leadership individually or as a member of a team |
2 |
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11 |
Awareness towards life-long learning and follow-up of the new information and knowledge in the field of study |
3 |
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12 |
Develops the ability of using different resources in the form of academic rules, synthesis the information gathered, and effective presentation in an area which has not been studied |
2 |
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13 |
Uses Turkish and at least one other foreign language, academically and in the business context |
3 |
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14 |
Good understanding, interpretation, efficient written and oral expression of the people involved |
1 |
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15 |
Questions traditional approaches and their implementation while developing alternative study programs when required |
3 |
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16 |
Recognizes and implements social, scientific, and professional ethic values |
1 |
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17 |
Follows actuality, and interprets the data about economic and social events |
3 |
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18 |
Improves himself/herself constantly by defining educational requirements considering interests and talents in scientific, cultural, art and social fields besides career development |
1 |
| * Contribution levels are between 0 (not) and 5 (maximum). |
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| Student Workload - ECTS |
| Works | Number | Time (Hour) | Total Workload (Hour) |
| Course Related Works |
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Class Time (Exam weeks are excluded) |
14 |
3 |
42 |
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Out of Class Study (Preliminary Work, Practice) |
14 |
3 |
42 |
| Assesment Related Works |
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Homeworks, Projects, Others |
2 |
7 |
14 |
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Mid-term Exams (Written, Oral, etc.) |
1 |
7 |
7 |
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Final Exam |
1 |
7 |
7 |
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Total Workload: | 112 |
| Total Workload / 25 (h): | 4.48 |
| ECTS Credit: | 4 |
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