Statistical Models and Regression

3 Credits.

Introduction to regression and linear models including least squares estimation, maximum likelihood estimation, the Gauss-Markov Theorem, and the Fundamental Theorem of Least Squares. Topics include estimation, hypothesis testing, simultaneous inference, model diagnostics, transformations, multicollinearity, influence, model building, and variable selection. Advanced topics include nonlinear regression, robust regression, and generalized linear models including logistic and Poisson regression.