sta5ra regression analysis
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.
FacultyFaculty of Science, Tech & Engineering
Credit points15
Subject Co-ordinatorLuke Prendergast
Available to Study Abroad StudentsYes
Subject year levelYear Level 5 - Masters
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites STA3LM or STA4LM and STA3SI or STA4SI
Co-requisitesN/A
Incompatible subjects STA4RA
Equivalent subjectsN/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) |
Subject options
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Melbourne, 2014, Semester 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLuke 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 enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLuke 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 |