REGRESSION ANALYSIS
STA5RA
2014
Credit points: 15
Subject outline
The main objective of this unit is to provide an introduction to the theory of regression analysis. The topics for this unit include; multiple linear regression; classical estimation and testing; residual analysis; diagnostics; robust regression and modern dimension reduction. This unit considers both theoretical derivations and practical applications through the use of the freely available statistics software package R (see http://www.r-project.org/). Previous knowledge of R is not required. This subject is co-offered with STA4RA although assumes a deeper level of understanding of the subject content.
Faculty: Faculty of Science, Tech & Engineering
Credit points: 15
Subject Co-ordinator: Luke Prendergast
Available to Study Abroad Students: Yes
Subject year level: Year Level 5 - Masters
Exchange Students: Yes
Subject particulars
Subject rules
Prerequisites: STA3LM or STA4LM and STA3SI or STA4SI
Co-requisites: N/A
Incompatible subjects: STA4RA
Equivalent subjects: N/A
Special conditions: Non-LTU students (i.e. RMIT or Monash University students) are expected to have a pre-requisite intermediate knowledge of linear models including associated linear algebra results and also of theory related to statistical inference.
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Introduction to Linear Regression Analysis | Recommended | Recommended text: Montgomery, D. C, Peck, E. A. and Vining, G. | WILEY, 4TH EDITION (2006) |
Melbourne, 2014, Semester 1, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Luke Prendergast
Class requirements
Lecture/PracticalWeek: 10 - 22
One 2.0 hours lecture/practical per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Final exam (2 hours) | 80 | |
| Four assignments (approx. 400 words each) | 20 |
Melbourne, 2014, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Luke Prendergast
Class requirements
Lecture/PracticalWeek: 31 - 43
One 2.0 hours lecture/practical per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Final exam (2 hours) | 80 | |
| Four assignments (approx. 400 words each) | 20 |