Fall 2019 - STAT 350 D100

Linear Models in Applied Statistics (3)

Class Number: 4571

Delivery Method: In Person


  • Course Times + Location:

    Tu 11:30 AM – 1:20 PM
    WMC 3210, Burnaby

    Th 11:30 AM – 12:20 PM
    WMC 3210, Burnaby

  • Exam Times + Location:

    Dec 13, 2019
    12:00 PM – 3:00 PM
    SSCC 9002, 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.



  1. 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.
  2. Estimation methods: Least-squares, maximum likelihood. Algebraic and geometrical interpretations.
  3. Properties of least-squares estimators: Mean, variance, and covariance of least-squares estimators. Expected value of residual sum of squares.
  4. Diagnostic tools: Residual plots, multicollinearity, outliers, influential observations, goodness-of-fit tests.
  5. Inference: Interpretation of the parameter estimates. Hypothesis tests, p-values, confidence intervals, prediction and intervals. Inferences for a linear function of the regression coefficients.
  6. General Linear Hypotheses: Additional sum of squares principle. Test for lack of fit based on the pure error sum of squares.
  7. 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.
  8. Special methods for ANOVA models: Linear contrasts. Factor and interaction plots. Multiple comparison procedures.
  9. Introduction to weighted least-squares and generalized linear models.


  • Assignments 20%
  • Midterm 20%
  • Projects 20%
  • Final Exam 40%


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
ISBN: 978-0-470-54281-1

Department Undergraduate Notes:

Students with Disabilites:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or csdo@sfu.ca

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Registrar Notes:

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