Statistics II

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Objectives

The main objective of the curricular unit is to enable students to be able to identify and apply, with the aid of statistical software, the suitable statistical methods suitable for solving real problems.

At the end of the curricular unit the students should be able to:

- apply nonparametric hypotheses tests;

- perform one-way analysis of variance and a two-way analysis of variance;

- estimate models of simple and multiple linear regression;

- make predictions using time series techniques.

Program

Chapter I – Nonparametric Tests

- Goodness-of-Fit Tests

- Contingency tables: chi-square test of independence

- Paired samples: Sign test and Wilcoxon signed rank test

- Independent samples: Mann-Whitney test (Wilcoxon rank sum test)

- Spearman rank correlation

Chapter II – Analysis of variance

- One-way analysis of variance

- The Kruskal—Wallis test

- Two-way analysis of variance:

Chapter III – Simple Linear Regression

- Description and interpretation of the regression model;

- Least squares coefficient estimators;

- Statistical inference: hypothesis tests and confidence intervals;

- Regression diagnostic;

- Prediction.

Chapter IV – Multiple Linear Regression

- Description and interpretation of the regression model;

- Least squares coefficient estimators;

- Statistical inference: hypothesis tests and confidence intervals;

- Regression diagnostic;

- Prediction.

Chapter V – Time Series Analysis

- Index numbers;

- Components of a time series;

- Moving averages;

- Exponential smoothing.

Teaching Methodologies

Lectures - Consisting of exhibitions sections, where the fundamental concepts are presented using practical examples that illustrate the application of topic under study.

Practical Classes - articulated with the lectures, resorting to exposing and solving practical problems using the statistical software SPSS - Social Package for Social Science.

The unit may also benefit from the use of the Moodle platform, where all materials to support course are available.

Bibliography

P. Newbold, W. L. Carlson e B. Thorne (2010), Statistics for Business and Economics, Global Edition, 7ª Edição, .

Pearson Prentice Hall, ISBN -13: 978-0-13-507248-6, www.pearsonglobaleditions.com/newbold.

R. C. Guimarães e J. A. S. Cabral (2011), Estatística, 2ª Edição, Verlag Dashofer, ISBN: 978-989-642-108-3.

D. C. Montgomery e G. C. Runger (2003), Applied statistics and probability for engineers, 3ª Edição, John Wiley, ISBN: 0-471-20454-4.

Code

0104645

ECTS Credits

6

Classes

  • Teóricas - 30 hours
  • Teórico-Práticas - 30 hours

Evaluation Methodology

  • 1st Test: 50%
  • 2nd Test: 50%