Current Sections
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
Course Corequisites
Recent Textbooks
- A Second Course in Statistics: Regression Analysis, 6 ed., Mendenhall III, Sincich (2003).
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