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Information
| Code | ISB567 |
| Name | Theory of Estimation -I |
| Term | 2023-2024 Academic Year |
| Term | Fall |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Doktora Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. SELAHATTİN KAÇIRANLAR |
| Course Instructor |
1 |
Course Goal / Objective
The objective of this course is to learn Alternative Estimation Methods in Regression
Course Content
Decision Theory and Point Estimation, Ordinary Least Squares Estimation, Restricted Least Squares Estimation, Principal Components Estimator, Ridge Estimator, Shrinkage Estimator, Linear Minimax Estimator, Linear Bayes Estimator, Robust Estimator, Linear Admissibility
Course Precondition
no
Resources
Linear Models Jurgen Gross Springer Verlag 2004
Notes
Estimation in Linear Models T.O. Lewis, P.L. Odell Prentice Hall 1971
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | To explain Decision Theory and Point Estimation |
| LO02 | To do Ordinary Least Squares Estimation |
| LO03 | To do Restricted Least Squares Estimation |
| LO04 | To do Principal Components Estimator |
| LO05 | To do Ridge Estimator |
| LO06 | To do Shrinkage Estimator |
| LO07 | To do Linear Minimax Estimator, Robust Estimator and Linear Bayes Estimator |
| LO08 | To explain Linear Admissibility |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Develops new methods and strategies in modeling statistical problems and generating problem-specific solutions. | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Can do detailed research on a specific subject in the field of statistics. | |
| PLO03 | Bilgi - Kuramsal, Olgusal | Have a good command of statistical theory to contribute to the statistical literature. | |
| PLO04 | Bilgi - Kuramsal, Olgusal | Can use the knowledge gained in the field of statistics in interdisciplinary studies. | |
| PLO05 | Yetkinlikler - Öğrenme Yetkinliği | Can organize projects and events in the field of statistics. | |
| PLO06 | Yetkinlikler - Öğrenme Yetkinliği | Can perform the stages of creating a project, executing it and reporting the results. | 2 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Have the ability of scientific analysis. | |
| PLO08 | Bilgi - Kuramsal, Olgusal | Can produce scientific publications in the field of statistics. | 3 |
| PLO09 | Bilgi - Kuramsal, Olgusal | Have analytical thinking skills. | |
| PLO10 | Yetkinlikler - Öğrenme Yetkinliği | Can follow professional innovations and developments both at national and international level. | 2 |
| PLO11 | Yetkinlikler - Öğrenme Yetkinliği | Can follow statistical literature. | 2 |
| PLO12 | Beceriler - Bilişsel, Uygulamalı | Can improve his/her foreign language knowledge at the level of making publications and presentations in a foreign language. | 2 |
| PLO13 | Bilgi - Kuramsal, Olgusal | Can use information technologies at an advanced level. | |
| PLO14 | Bilgi - Kuramsal, Olgusal | Have the ability to work individually and make independent decisions. | 2 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Have the qualities necessary for teamwork. | |
| PLO16 | Bilgi - Kuramsal, Olgusal | Have a sense of professional and ethical responsibility. | 2 |
| PLO17 | Bilgi - Kuramsal, Olgusal | Acts in accordance with scientific ethical rules. | 2 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Decision Theory and Point Estimation | Source reading | |
| 2 | Ordinary Least Squares Estimation | Source reading | |
| 3 | Properties of Ordinary Least Squares Estimation | Source reading | |
| 4 | Restricted Least Squares Estimation | Source reading | |
| 5 | Estimators related with Restricted Least Squares Estimation | Source reading | |
| 6 | Principal Components Estimator | Source reading | |
| 7 | Estimators related with Principal Components Estimator | Source reading | |
| 8 | Mid-Term Exam | Review the topics discussed in the lecture notes and sources | |
| 9 | Ridge Estimator and Estimators related with Ridge Estimator | Source reading | |
| 10 | Shrinkage Estimator and Properties | Source reading | |
| 11 | Linear Minimax Estimator | Source reading | |
| 12 | Linear Bayes Estimator | Source reading | |
| 13 | Robust Estimator | Source reading | |
| 14 | Linear Admissibility of Estimators I | Source reading | |
| 15 | Linear Admissibility of Estimators II | Source reading | |
| 16 | Term Exams | Review the topics discussed in the lecture notes and sources | |
| 17 | Term Exams | Review the topics discussed in the lecture notes and sources |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||