STATS 344.3 Applied Regression Analysis
Prerequisite(s): STATS 242 or 245 or a comparable course in Statistics.
Applied regression analysis involving the extensive use of computer software. Includes:
linear regression; multiple regression; stepwise methods; residual analysis; robustness
considerations; multicollinearity; biased procedures; non-linear regression.
Note: Students with credit for ECON 404 may not take this course for credit. Students with
Class Information for Stat 344
For Credit there will be
1. 6 assignments (40%)
2. 2 term tests (30%)
3. A Final Exam (30%)
The assignments with due dates will be posted shortly.
The term tests and Final Exam will be composed of two parts
· A take home part (using computer packages)
· A written part (also take home because of covid 19)
Both of these will be emailed to each student prior to the test, students will email their answers back to me.
The dates of the Term Tests
1. Friday, October 9, and
2. Friday, November 20
Text: Students will not be required to buy a text. I will provide extensive course notes in Powerpoint and pdf.
A list of appropriate texts (available in the library) will also be provided
Some Examples of Regression Analysis
Review of Statistical Theory - Sampling distributions, Estimation, Hypothesis Testing
Lecture Notes (in pdf)
Course Outline – based on Topics covered by the Power Point Lectures
Review of Linear Algebra
Review of probability and statistics
Simple Linear Regression Model I
Simple Linear Regression Model II
Simple Linear Regression Model III
The General Linear Regression Model (GLM)
Conditional distributions, Transformations
(additional slides have been added to this presentation)GLM Testing and Confidence Intervals
GLM More general assumptions
Selecting the Best Equation
Examination of Residuals
Non Linear Models
Assignments Asst 2 due Friday, October 23, Asst 3 due Oct 30
Note: This webpage will be updated (giving more update class information) later on.