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Recent Instructors
White, G
Denogean, L
ST430/ST514 Introduction to Regression Analysis

Course Description

Regression analysis as a flexible statistical problem solving methodology. Matrix review; variable selection; prediction; multicolinearity; model diagnostics; dummy variables; logistic and non-linear regression. Emphasizes use of computer.

Course Syllabus

  • Matrix theory
  • Multiple linear regression model
  • Multiple linear regression model
    • Model specification
    • Selection procedures
  • Prediction
    • Cross validation
    • PRESS procedure
  • Multicollinearity
    • Effects of multiple collinearity
    • Principle components
    • Ridge regression
  • Influential observations
    • Detection of high leverage points
    • Detection of highly influential observations
  • Plots
    • Residual plots
    • Partial residual plots
  • Non-linear regression
    • Mathematical motivation
    • Techniques (Gauss-Newton, Marquardt's, et. al., )
  • Use of dummy variables
  • Logistic regression

Course Prerequisites

  • ST 302
  • MA 305 or MA 405
Course Corequisites
  • None
Recent Textbooks
  • A Second Course in Statistics: Regression Analysis, 6 ed., Mendenhall III, Sincich (2003).

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Last Modified May 2006