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.

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsIntroduction to Linear Regression AnalysisRecommendedRecommended text: Montgomery, D. C, Peck, E. A. and Vining, G.WILEY, 4TH EDITION (2006)

Subject options

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Start date between: and    Key dates

Melbourne, 2014, Semester 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorLuke Prendergast

Class requirements

Lecture/Practical Week: 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 elementComments%
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/Practical Week: 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 elementComments%
Final exam (2 hours)80
Four assignments (approx. 400 words each)20