Regression Analysis




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Prerequisites:MSO201A, MTH415A

Course Contents

Simple and multiple linear regression, Polynomial regression and orthogonal polynomials, Test of significance and confidence intervals for parameters. Residuals and their analysis for test of departure from the assumptions such as fitness of model, normality, homogeneity of variances, detection of outliers, Influential observations, Power transformation of dependent and independent variables. Problem of multi co linearity, ridge regression and principal component regression, subset selection of explanatory variables, Mallow's Cp statistic. Nonlinear regression, different methods for estimation (Least squares and Maximum likelihood), Asymptotic properties of estimators. Generalized Linear Models (GLIM), Analysis of binary and grouped data using logistic and log linear models. 



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