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/MATH 390, STAT 421, STAT 481/ECON 481, STAT 509/CS&SS 509/ECON 580, or SOC 425. Offered: jointly with STAT 504.
Course Name
Applied Regression
Credits
4
