課程資訊
課程名稱
多變量分析
Multivariate Analysis 
開課學期
107-2 
授課對象
管理學院  商學研究所  
授課教師
楊曙榮 
課號
MBA5011 
課程識別碼
741EU3520 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期四A,B,C(18:25~21:05) 
上課地點
管一405 
備註
本課程以英語授課。碩士班數量方法之一。學士班限3年級以上。
限本系所學生(含輔系、雙修生) 且 限學士班三年級以上
總人數上限:45人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1072MBA5011_ 
課程簡介影片
 
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課程概述

This English-taught course is an introduction to model-based data analytics, detailing: (1) statistical programming using R and Stan, (2) stochastic simulation, (3) computationally intensive methods, (4) mixed and multilevel models, and (5) model comparison. The practical goals of the course are to teach students how to specify, code, fit, and interpret model-based inference, and appreciate the powerful things ‘model thinking’ can do for analyzing dependent data when sampling is over time, space, or within clusters. Besides demanding for mathematical and abstract reasoning, the course is ‘heavy on code’ since having ‘computational thinking’ in the digital era entails a lot of scripting and programming.  

課程目標
Programming, mathematics, and statistics are powerful tools of quantitative business science for analyzing the functioning of business and management, in particular for digital operations (e.g., internet of things), platform business (e.g., Airbnb, Alibaba, Uber), and sharing economy (e.g., crowdfunding).  
課程要求
Prerequisites: Calculus, Statistics, Computer Programming
Grading Policy: Class Participation (10%), Assignments (30%), Group Project (30%), Final Exam (20%) 
預期每週課後學習時數
 
Office Hours
另約時間 備註: Please make an appointment via email. 
指定閱讀
McElreath, R. 2016. Statistical Rethinking. CRC Press.  
參考書目
 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
Week 1
2/21  Inference, learning, and prediction 
Week 2
2/28  Independent study 
Week 3
3/07  Linear models  
Week 4
3/14  Multivariate models and causality 
Week 5
3/21  Statistical and probabilistic programming tutorial 
Week 6
3/28  Overfitting, uncertainty, and information 
Week 7
4/04  National holiday 
Week 8
4/11  Regularization, information criteria, and conditioning 
Week 9
4/18  Mid-term exam period 
Week 10
4/25  Simulation-based inference 
Week 11
5/02  Generalized linear models and classification 
Week 12
5/09  Independent study 
Week 13
5/16  Counting, mixtures, and monsters 
Week 14
5/23  Multilevel models 
Week 15
5/30  Gaussian processes and missing data 
Week 16
6/06  Group project report submission 
Week 17
6/13  Group project presentations 
Week 18
6/20  Final exam