STAT 3340

Regression Analysis

Lec 01 selected

A thorough treatment of the theory and practice of regression analysis. Topics include: fitting general linear models using matrices, optimality of least squares estimators (Gauss-Markov theorem), inferences, simple and partial correlation, analysis of residuals, case-deletion diagnostics, polynomial regression, transformations, use of indicator variables for analysis of variance and covariance problems, model selection, and an introduction to nonlinear least squares. This course makes extensive use of computer packages.

Sections

Lecture

From the syllabus

From the Fall 2024 syllabus by Bruce Smith. Open the PDF

Grading

20%Midterm examOctober 15, in class
40%Final examScheduled by Registrar
40%Assignments (6)Roughly every two weeks

Textbooks

  • Introduction to Linear Regression Analysis, Montgomery, Peck and Vining (optional)
  • Matrix Theory and Linear Algebra, Selinger (optional, free)

Course rules

Late work
Late assignments will not be accepted.
Missed test
Notify the instructor before the test and submit a Student Declaration of Absence form to write a make-up test.
Assignments
Submit each assignment as one PDF to Brightspace, with answers in the given order.
Independent work
Assignments must be completed independently; identical submissions receive a zero.

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