STAT 324/425 -- updated as we go along the course
List of Topics
I. Introduction and Review
Introduction, Some data sets and Splus
One Sample Problems
normal theory, EDA, nonnormality and dependence
Two Sample Problems
II. Basics in Regression Models
General Model Definition and Examples
Model Fitting: least squares principle and projection
Interpretation of Regression Coefficients
Properties: MLE, Gauss Markov theorem and extensions
Index of Fit, Confidence regions and Prediction
III. Model Selection, Interpretation, Correction and Extension
A Case Study: Automobile data
A Sequence of Models: F-tests, t-tests, ANOVA tables, Mallows Cp
Variable selections: FA, BE and SW methods
Interaction
Discrete, categorical and continuous variables -- general and special models
Added variable plots and partial residual plots
Warnings, orthogonality, collinearity and identifiability
Interpretation, Missing Values, ANOVA and ACOVA
Generalized LS/Weighed LS
Testing lack of the fit
Residuals and influence
Detections
Corrections and Transformations
Principle components and Rescaling
IV. Others
Robust Regression
Logistic Regression - an example of GLM for categorical response
variable
Nonlinear Regression and Smoothing -- Brief Introduction
Expriemental Designs -- Brief Introduction
Biases and Bad data