The course covers concepts and methods for regression analysis and applications. Topics include estimation, inference, interpretation of results, diagnostics, lack of fit, robust procedures, weighting and transformations, and model selection. The response variable could be continuous, binary or counts. More advanced techniques (splines, principal components analysis, and shrinkage estimators including ridge regression and Lasso) will also be covered. While there will be some theory, the emphasis will be on applications and data analysis.

Prerequisites

Please view the course schedule for current advisory and/or enforced prerequisites.

Program Year

P1
P2
P3

School

Course Number

500

Course Name

Statistical Learning I: Regression

Credits

3