Fall 2018 - STAT 350 D100
Linear Models in Applied Statistics (3)
Class Number: 3031
Delivery Method: In Person
Course Times + Location:
Tu 11:30 AM – 1:20 PM
WMC 3210, Burnaby
Th 11:30 AM – 12:20 PM
SWH 10041, Burnaby
Exam Times + Location:
Dec 6, 2018
12:00 PM – 3:00 PM
EDB 7618, Burnaby
Prerequisites:STAT 285, MATH 251, and one of MATH 232 or MATH 240.
Theory and application of linear regression. Normal distribution theory. Hypothesis tests and confidence intervals. Model selection. Model diagnostics. Introduction to weighted least squares and generalized linear models. Quantitative.
- Linear models: Definition, simple and multiple linear regression models, ANOVA models. Incorporating different types of predictor variables and their interactions in the model. Matrix notation.
- Estimation methods: Least-squares, maximum likelihood. Algebraic and geometrical interpretations.
- Properties of least-squares estimators: Mean, variance, and covariance of least-squares estimators. Expected value of residual sum of squares.
- Diagnostic tools: Residual plots, multicollinearity, outliers, influential observations, goodness-of-fit tests.
- Inference: Interpretation of the parameter estimates. Hypothesis tests, p-values, confidence intervals, prediction and intervals. Inferences for a linear function of the regression coefficients.
- General Linear Hypotheses: Additional sum of squares principle. Test for lack of fit based on the pure error sum of squares.
- Model selection: Effect of the question of interest on the choice of model, difficulties in model selection due to multicollinearity. Automatic variable selection procedures, warnings and recommendations.
- Special methods for ANOVA models: Linear contrasts. Factor and interaction plots. Multiple comparison procedures.
- Introduction to weighted least-squares and generalized linear models.
- Homework 15%
- Midterm 20%
- Projects 30%
- Final Exam 35%
Above grading is subject to change.
Introducation to Linear Regression Analysis, 5th ed. by Montgomery, Peck, Vinning. Pulisher: Wiley
Available online for free through the SFU Library
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