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MATH 2540

Regression Analysis

3 Credits · Level: Undergraduate

This course provides an in-depth coverage of regression analysis. After reviewing matrix algebra and simple linear regression using matrix notation, the course will focus on inference and model building in multiple linear regression. Regression inference, handling of categorical regressors, variable selection, interaction effects, multicollinearity, model diagnostics will be thoroughly covered. The course concludes with one-way and multi-way analysis of variance (ANOVA) models. Statistical concepts will be accompanied by hands-on data analysis using the R statistical software.

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