STAT 504
Applied Regression
Course Description
Least squares estimation. Hypothesis testing. Interpretation of regression coefficients. Categorical independent variables. Interactions. Assumption violations: outliers, residuals, robust regression; nonlinearity, transformations, ACE, CART; nonconstant variance. Variable selection and model averaging. Prerequisite: either STAT 342, STAT 390/MATH 390, STAT 421, STAT 509/CS&SS 509/ECON 580, or SOC 505. Offered: jointly with CS&SS 504.