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STAT 578

Regression Analysis

3 units

2015

Topics

  • Least squares and likelihood
  • Multicollinearity and ridge regression
  • Weighted and generalized least squares
  • Logistic and nonlinear regression
  • Influence diagnostics
  • Splines, kernels and local regression
  • Lasso and quantile regression
  • Robust estimation and design

Readings

  • Montgomery and Peck. Introduction to Linear Regression Analysis. Wiley.
    recommended
  • Bates and Watts. Nonlinear Regression Analysis and Its Applications. Wiley.
    recommended
  • Venables and Ripley. Modern Applied Statistics with S. Springer.
    recommended
  • Maronna, Martin and Yohai. Robust Statistics — Theory and Methods. Wiley.
    recommended
  • Draper and Smith. Applied Regression Analysis. Wiley.
    recommended
  • Seber and Wild. Nonlinear Regression. Wiley.
    recommended
  • Hastie, Tibshirani and Friedman. The Elements of Statistical Learning. Springer.
    recommended
  • Rousseeuw and Leroy. Robust Regression and Outlier Detection. Wiley.
    recommended
Sources