STAT 635 - Regression Analysis

Simple and multiple linear regression, estimation, confidence intervals and tests, and prediction. Theoretical analysis of the effect of departures from assumptions. Theoretical development of diagnostic methods using residuals, transformations, outliers, and influence analysis. Remedies for departures from assumptions. Theory of model selection. Regularization methods including ridge regression and lasso techniques.

Prerequisites & Notes
PRQ: STAT 611 or consent of department.

Credits: 3