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\markboth{Syllabus 45-734 Spring 2001/2}{Syllabus 45-734 Spring 2001/2}
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\textbf{\large
GSIA, 45-734\\
Carnegie Mellon University\\
Probability and Statistics II\\
Spring, 2001-2002 (mini 4)\vspace{\baselineskip}\\
Syllabus\\
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Lectures & section M: TR 6pm-7:50, GSIA 240\\
& section F: TR 8pm-9:50, GSIA 152\\
&\\
Instructor & Bill Vogt\\
& HBH 2116D, 268-1843 \\
& wilibear@andrew.cmu.edu\\
&\\
Office Hours & T 5:00-6:00 \\
& R 5:00-6:00 \\
& \\
Grader & Amitabh Sinha, asinha@andrew.cmu.edu\\
& \\
Textbook & Newbold, Paul (1995) \\
& \emph{Statistics for Business \& Economics, 4th ed} \\
& Upper Saddle River, NJ: Prentice-Hall \\
&\\
Website & http://www.andrew.cmu.edu/course/45-734/index.htm\\
&\\
Software & Eviews by Quantitative Micro Software
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\section{Course Objectives}
Our objective will be to build understanding of the linear regression
model and other advanced statistical tools.
\section{Prerequisites}
This is the second course in a two course series in probability
and statistics. The student is expected to be competent in algebra
at the undergraduate level and to have successfully completed the
first course, 45-733, or its equivalent.
\section{Grading}
The grade will be determined by performance on homework assignments,
a midterm, and a final exam. Each will have equal weight.
You are responsible for the
content of the lectures, including any handouts, and chapters 12-15 in
the text. The lectures cover material
very similar to that presented in chapters 12-15 of the text.
\section{Software}
We will use a general purpose statistical software package called
Eviews, made by Quantitative Micro Software. The software is
required. It will be used to generate class examples, to do
homework, and to take the tests. It should already be installed
on the laptops of MBA students. It is available online and at
the campus computer store.
\pagebreak
\section{Various Class Policies}
\begin{enumerate}
\item Policy on Cooperation
\begin{itemize}
\item You may cooperate as much as you like on homework assignments;
however, each individual must submit a separate assignment, and
each individual will be separately graded on that assignment.
\item You may not cooperate while taking exams.
\end{itemize}
\item Policy on Aids During Exams
\begin{itemize}
\item All exams are open book. You may use text, notes,
calculators,
computers, reference materials, etc.
\item You may not communicate or cooperate with anyone on the exam.
\item Please do not use the open book policy as a substitute for
studying. If you need to look in your book, notes, etc for
instructions on HOW TO DO the exam, you will surely run out
of time.
\end{itemize}
\item Policy on Format of Assigned Work
\begin{itemize}
\item All work must be legible. Illegible is the equivalent of
completely wrong.
\item Spelling, grammar, style, etc do not ``count'' per se.
However,
anything which I (or the grader) cannot understand is
wrong. Poor
spelling, grammar, style, etc are often confusing.
\end{itemize}
\item Policy on Lateness
\begin{itemize}
\item Due dates for assignments are in the
syllabus in the schedule section. Unless the
instructor announces otherwise,
these dates are binding.
\item Late assignments are not accepted without either
prior arrangement
or compelling and verifiable reason.
\item Assignments and homeworks will be returned to you
in class. You are responsible for
keeping them to compare against your final grade.
I will use whatever grade I have recorded for your
work (even if you think there is an error) unless you
can show me the graded work so that I can see the error.
\item You are responsible for collecting your graded work.
Claims by students similar to ``I turned in homework
\#2, but I don't have a copy of it because you did not
return it to me!'' must be made within one week of the
return date of the assignment. If you fail to make the
complaint in time, I will use whatever grade I have in
my records.
\end{itemize}
\end{enumerate}
\pagebreak
\section{Schedule}
The class schedule below is tentative and likely will not be
followed exactly.
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\tablehead{
Date & Material, Book Sections & Work\\
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T Mar 12 & Introduction, Correlation, Regression (ch 12) &\\
R Mar 14 & Ordinary Least Squares (ch 12) &\\
T Mar 19 & Gauss-Markov Theorem, Estimation &\\
R Mar 21 & Multivariate Regression (ch 13) & HWK 1 due\\
T Mar 26 & Multivariate Regression (ch 13) & \\
R Mar 28 & Multivariate Regression (ch 13) & HWK 2 due\\
T Apr 2 & \textbf{Spring Break, no class} &\\
R Apr 4 & \textbf{Spring Break, no class} &\\
T Apr 9 & Dummy variables (ch 14) & HWK 3 due\\
R Apr 11 & \textbf{Midterm -- In class} &\\
T Apr 16 & Specification (ch 14) &\\
R Apr 18 & Heteroskedasticity, Autocorrelation (ch 14) & HWK 4 due\\
T Apr 23 & Heteroskedasticity, Autocorrelation (ch 14) &\\
R Apr 25 & Analysis of Variance (ch 15) & HWK 5 due\\
T Apr 30 & Analysis of Variance (ch 15) &\\
R May 2 & \textbf{Final Exam -- In class} &\\
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