STAT 478-01 – Regression Analysis – Fall 2019
The schedule of topics should be considered tentative until notes are posted (on Blackboard) about two days before class. The exam dates are pretty firm. You should read the relevant sections of the text before class.
| Tuesday | Thursday | |
| Week 1 (Aug. 19-23) |
Introduction, Review of Basic Statistics | Review of Inference |
| Week 2 (Aug. 26-30) |
Ch. 1, §2.1-2.2.1: Simple Linear Regression Model | §2.2.2-2.2.3, 2.3.1: Least Squares Estimation
We will not cover 2.2.4 |
| Week 3 (Sept. 2-6) |
§2.3.1-2.3.2, 2.8, 2.4.1: Inference in SLR | §2.3.3, 2.4.2: More Inference |
| Week 4 (Sept. 9-13) |
§2.5-2.7, 2.9: Additional Topics in SLR
We will not cover 2.10 |
Class Cancelled |
| Week 5 (Sept. 16-20) |
§2.11, 2.12*, 3.1, 3.2.1: Additional Topics, Time Series, Multiple Linear Regression | Test #1 |
| Week 6 (Sept. 23-27) |
§3.2.2-3.2.5: MLR in Matrix Form | §3.2.6, 3.3.1-3.3.2: Inference in MLR |
| Week 7 (Sep. 30-Oct. 4) |
§3.3.2, 3.4.1, 3.4.3*: Confidence Intervals
We will not cover 3.3.3-3.3.4 |
§3.3.2, 3.4.2: Model Comparison
We already covered 3.4.1, 3.4.3 |
| Week 8 (Oct. 7-11) |
§3.5-3.8, 3.10-3.11, 9.1-9.2: Prediction, Multicollinearity
We will not cover 3.9 |
Midterm Break |
| Week 9 (Oct. 14-18) |
§9.3-9.5, 4.1-4.2.1: Multicollinearity, Regression Assumptions | §4.2.2-4.2.5, 4.4: Residual Plots
We will not cover 4.3 |
| Week 10 (Oct. 21-25) |
§5.1-5.3, 5.5*: Transformations and WLS*
We will not cover 5.4, 5.6 |
§6.1-6.4: Normality and Unusual Points
We are not covering 6.5-6.6 |
| Week 11 (Oct. 28-Nov. 1) |
Test #2 | §6.7, 7.1-7.2.1, 7.4: Unusual Points, Polynomial Models
We will not cover 7.2.2-7.2.3, 7.3, 7.5 |
| Week 12 (Nov. 4-8) |
§8.1, 8.2.1: Indicator Variables
We will not cover 8.2.2 |
§8.3: Seasonal Variation and ANOVA Models |
| Week 13 (Nov. 11-15) |
§8.3: ANOVA Models | §10.1-10.2: Variable Selection |
| Week 14 (Nov. 18-22) |
§10.2-10.4: Variable Selection | §14.1-14.2, 13.1*: Autocorrelation, Logistic Regression* |
| (Nov. 25-29) | Thanksgiving Break | |
| Week 15 (Dec. 2-6) |
Test #3 | §13.2.1*-13.2.5*: Logistic Regression*
We will not cover 13.2.6-13.4 |
| Final Exam | Thursday, Dec. 12 at 7:30-9:20 | |
*Material to be covered as time allows
Page last modified Sept.. 16, 2019