Module MA4650-KP05
Matrix algebra (MatAlgKP05)
Duration
1 Semester
Turnus of offer
every second year
Credit points
5
Course of studies, specific fields and terms:
- Master CLS 2023, optional subject, mathematics
- Bachelor CLS 2023, optional subject, mathematics
- Master CLS 2016, optional subject, mathematics
- Bachelor CLS 2016, optional subject, mathematics
Classes and lectures:
- Matrix algebra (exercise, 1 SWS)
- Matrix algebra (lecture, 2 SWS)
Workload:
- 60 hours private studies and exercises
- 15 hours exam preparation
- 45 hours in-classroom work
- 30 hours work on project
Contents of teaching:
- Properties of matrices
- Special matrices
- Quadratic forms
- Decompositions
- Generalized inverses
- Differentiation
- Probability calculation
- Derivation and calculation of estimators
- Design matrices
- Linear hypotheses
- Examples: multiple linear regression, weighted least-squares estimation, shrinkage estimation
Qualification-goals/Competencies:
- Students know numerous rules of matrix algebra.
- They understand proofs, especially concerning generalized linear models and multivariate procedures.
- They command matrix calculus.
- They apply linear algebra to linear models.
- They can deal with practical problems from statistics in an abstract manner.
Grading through:
- written exam
Responsible for this module:
Teacher:
- Institute of Medical Biometry and Statistics
- PD Dr. rer. pol. Reinhard Vonthein
- MitarbeiterInnen des Instituts
Literature:
- Schmidt, K., Trenkler, G. : Einführung in die Moderne Matrix-Algebra: Mit Anwendungen in der Statistik Springer: Heidelberg 2006, ISBN 9783540330073
- Toutenburg, H. : Lineare Modelle Physica: Heidelberg 1992 und 2006, ISBN 978-3790815191
- Fahrmeir, L., Kneib, T., Lang, S. : Regression: Modelle, Methoden und Anwendungen Springer: Heidelberg 2007, ISBN 9783642343339
- Healy, Michael : Matrices for Statistics ISBN 9780198507024
Language:
- offered only in German
Notes:
Admission requirements for taking the module:- None (The competencies of the modules listed under 'Requires' are needed for this module, but are not a formal prerequisite)
Admission requirements for participation in module examination(s):
- Successful completion of homework assignments as specified at the beginning of the semester
Module exam(s):
- MA4650-L1: Matrix algebra, written exam, 90 min, 100 % of module grade
Last Updated:
22.02.2022