管理資料分析

本課程介紹單變量統計線性模式(包括迴歸(regression)、變異數分析(ANOVA)、和共變數分析(ANCOVA)),類別資料分析之二元羅吉斯迴歸 (binary logistic regression) 以及多變量之構面縮減技術(包括主成份分析(principal components)、探索性因素分析(exploratory factor analysis, EFA)及驗證性因素分析(confirmatory factor analysis, CFA)),目的是使同學對這些方法的觀念有正確的認識與了解,另亦熟悉統計套裝軟體SAS的對應操作方法,期有助於同學在管理上的應用,並培養進一步研究的基礎。多變量部分置於最後兩週,為彈性補充教學內容。

統計學

參考書籍: [1] Afifi, A. A. and Clark, V. (1990), Computer-Aided Multivariate Analysis (2nd ed.), New York: Van Nostrand Reinhold. [2] Agresti, A. (2007), An Introduction to Categorical Data Analysis (2nd ed.), New York: Wiley. [3] Allison, P. D. (1991), Logistic Regression Using the SAS System: Theory and Application, Cary, NC: SAS Institute Inc. [4] Baron, R. M., and Kenny, D. A. (1986), The moderator–mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerations, Journal of Personality and Social Psychology, 51, 1173–1182. [5] Berenson, M. L., Levine, D. M. and Goldstein, M. (1983), Intermediate Statistical Methods and Applications: A Computer Package Approach, Englewood Cliffs, NJ: Prentice-Hall. [6] Draper, N. R. and Smith, H. (1998), Applied Regression Analysis (3rd ed.), New York: Wiley. [7] Freund, R. J. and Littell, R. C. (2000), SAS System for Regression (3rd ed.), Cary, NC: SAS Institute Inc. [8] Hair, J. F., Black, W. C., Babin, B. J., & Anderson, R. E. (2010). Multivariate Data Analysis: A Global Perspective (7th ed.), Upper Saddle River, NJ: Pearson Education. [9] Hosmer, D. W. and Lemeshow, S. (1989), Applied Logistic Regression, New York: Wiley. [10] Johnson, R. A. and Wichern, D. W. (2007), Applied Multivariate Statistical Analysis (6th ed.), Pearson International Edition. [11] Kleinbaum, D. G., Kupper, L. L., Muller, K. E. and Nizam, A. (1998), Applied Regression Analysis and Other Muitivariable Methods (3rd ed.), Boston: Duxbury Press. [12] Littell, R. C., Milliken, G. E., Stroup, W. W., Wolfinger, R. D., and Schabenberger, O. (2006), SAS for Mixed Models (2nd ed.), Cary, NC: SAS Institute Inc. [13] Littell, R. C., Stroup, W. W., and Freund, R. J. (2002), SAS for Linear Models (4th ed.), Cary, NC: SAS Institute Inc. [14] Morrison, D. F. (1990), Multivariate Statistical Methods (3rd ed.), New York: McGraw-Hill. [15] O’Rourke, N., Hatcher, L. and Stepanski, E. J. (2005), A Step-by-Step Approach to Using SAS for Univariate and Multivariate Statistics (2nd ed.), Cary, NC: SAS Institute Inc. [16] Preacher, K. J., and Hayes, A. F. (2004), SPSS and SAS procedures for estimating indirect effects in simple mediation models, Behavior Research Methods, Instruments, and Computers, 36, 717–731. [17] Rencher, A. C. (1995), Methods of Multivariate Analysis, New York: Wiley. [18] Strokes, M. E., Davis, C. S., and Koch, G. G. (1995), Categorical Data Analysis Using the SAS System, Cary, NC: SAS Institute Inc. [19] 鍾惠民、吳壽山、周賓凰、范懷文 (民95),「財金計量」(修正版),台北市:雙葉書廊。

1. 學期作業: 期中考後有一次學期作業,教科書各章後之習題請自行練習,解答在書末光碟中。 2. 考試狀況: 期中考與期末考各一次。 3. 評量方法: 作業 20%,期中考 30%,期末考 50%。 4. 教學方法及教學相關配合事項(如網站、助教、圖書講義及資料庫等): 全程由教師講授,以板書為主,並提供SAS講義給同學參考使用。

• 統計在管理研究上扮演的角色
• 迴歸
• 變異數分析/共變數分析
• 類別資料分析
• 構面縮減技術

Kutner, M. H., Nachtsheim, C. J., Neter, J., and Li, W. (2005), Applied Linear Statistical Models (5th ed.), McGraw-Hill International Edition.

地點

教授研究室

時間

每週二16:00 ~ 18:00 (其他時間可先預約)

聯絡方式

cding@mail.nctu.edu.tw