Least squares estimation. Hypothesis testing. Interpretation of regression coefficients. Categorical independent variables. Interactions. Assumption violations: outliers, residuals, robust regression; nonlinearity, transformations, ACE, CART; nonconstant variance. Variable selection and model averaging. Prerequisite: either STAT 342, STAT 390, STAT 421, STAT 509/CSSS 509/ECON 580, or SOC 505. Offered: jointly with STAT 504.
Course Name
Applied Regression
Credits
4
Quarter(s)
Winter
