Autumn 2022 STAT 22400

Course: STAT 22400

Title: Applied Regression Analysis

Instructor(s): Yandi Shen

Teaching Assistant(s): Vasileios Katsianos and Zhan Lin

Class Schedule: Sec 1: MWF 11:30 AM-12:20 AM in E133

Description: This course introduces the methods and applications of fitting and interpreting multiple regression models. The primary emphasis is on the method of least squares and its many varieties. Topics include the examination of residuals, the transformation of data, strategies and criteria for the selection of a regression equation, the use of dummy variables, tests of fit, nonlinear models, biases due to excluded variables and measurement error, and the use and interpretation of computer package regression programs. The techniques discussed are illustrated by many real examples involving data from both the natural and social sciences. Matrix notation is introduced as needed.