Regression Analysis (350-0-20)

Instructors

Hongmei Jiang
847.467.1087
2006 Sheridan, Room 101A

Meeting Info

Frances Searle Building 2107: Tues, Thurs 2:00PM - 3:20PM

Overview of class

This is an applied regression course. We will discuss statistical estimation and inferential techniques such as least-squares, confidence intervals, and hypothesis tests, regarding both the regression parameters and the error variance. We will study the regression models by specifying what the underlying assumptions are, how to check them through diagnostics, and how to build models based on data. Homework will be assigned weekly or biweekly (about 7 assignments). One close-book midterm exam (one double-sided formula sheet is allowed); One open-book final exam/project.

Registration Requirements

Prerequisite or co requisite: STAT 320-1

Learning Objectives

By the end of the class students are expected to (1) formulate statistical questions for a real life problem; (2) use visualization techniques to explore the data; (3) choose the appropriate statistical methods and justify the choice; (4) perform regression analysis using R programming; (5) describe and present the data analysis results.

Evaluation Method

Homework assignments (30%), midterm exam (40%) and final project (30%).

Class Materials (Required)

Applied Linear Statistical Models, 5th or 4th edition by J.Neter et al. ISBN‐10:007310874 XISBN‐13:978‐0‐07‐310874‐2 Publisher: McGraw‐Hill/Irwin Year:2004. Amazon price as in Oct. 2023 is about $42 (paper back , pb2013). Northwestern bookstore should have the textbook available for purchase.

Class Materials (Suggested)

Lecture notes and R codes will be posted on canvas.

Class Notes

Computing: Statistical Software, R will be used to demonstrate the methodologies. Template R programs will be posted on the course web page.

Class Attributes

Formal Studies Distro Area

Enrollment Requirements

Enrollment Requirements: Prerequisites: STAT 201-0 or COMP_SCI 110-0 and STAT 202-0 or 210-0 or 232-0 or PSYCH 201-0 or IEMS 201-0 or 303-0. Co-requisite: STAT 320-1 or 383-0 or MATH 310-1 or 311-1 or 314-0 or 385-0 or ELEC_ENG 302-0 or IEMS 302-0.
Add Consent: Department Consent Required