STA 302: Regression Analysis
University of Toronto Mississauga,
Fall 2016
Instructor:
Jerry Brunner
Lecture Tuesday 12:10-2:00 in CC 3150 and Thursday 12:10-1:00 in CC 2150
Tutorials Thursday 6:10-7:00 p.m. in IB 245
Note: This page is under construction, and will be updated frequently
throughout the term.
Information About the Final Exam including a link to the data set.
Assignment 11 is posted below. The formula sheet is what you will get with the final exam.
Online Course Evaluations for UTM students are now open for Fall 2016
session courses. Students have until December 7th at midnight to complete their
evaluations.
- Syllabus
- Computing Resources: Information and Links. Go here to download R.
- Formula Sheet
- Assignments
- Assignment One (all review): Quiz on Thursday Sept. 15th in tutorial.
- Assignment Two: Quiz on Thursday Sept. 22nd in tutorial.
- Assignment Three: Quiz on Thursday Sept. 29th in tutorial.
- Assignment Four: Quiz on Thursday Oct. 6th in tutorial.
- Assignment Five: Quiz on Thursday Oct. 20th in tutorial.
- Assignment Six: Quiz on Thursday Oct. 27th in tutorial.
- Assignment Seven: Quiz on Thursday Nov. 3d in tutorial.
- Assignment Eight: Quiz on Thursday Nov. 10th in tutorial.
- Assignment Nine: Quiz on Thursday Nov. 17th in tutorial.
- Assignment Ten: Quiz on Thursday Nov. 24th in tutorial.
- Assignment Eleven: Quiz on Thursday Dec. 1st in tutorial.
- Lectures Parts of the lectures are on overheads; the rest will be hand-written on the board.
- Statistical introduction. See Chapter One of Linear models in statistics
for another introduction.
- Introduction to R: See Appendix B of Linear models with R for another introduction.
- Overview of Chapter 1
- Moment-generating functions: See your STA256 text.
- More linear algebra (revised). See Chapter Two of Linear models in statistics for more detail. Please notice the slide entitled "Three mistakes that will get you a zero."
- Random vectors and matrices. See Chapter Three of Linear models in statistics for more detail.
- Multiple Regression: Least squares and the Gauss-Markov Theorem. Handwritten. This unit corresponds to Chapter 2 in the text.
- Least squares with R
- The multivariate normal distribution
- Inference Part One: Handwritten on board. This unit corresponds to Chapter 3 in the text. In Chapter 3, you may skip Sections 3.3, 3.5, 3.7, 3.83 and 3.84.
- Interpretation of regression coefficients
- Inference (tests and confidence intervals) with R
- Categorical independent variables and
interactions : Handwritten. This unit corresponds to Chapter 4 in the text, but
it's more complete.
- Categorical independent variables and interactions with R
- Prediction Intervals:
Handwritten on board.
- Prediction Intervals with R
- Residual Diagnostics
- Residual Diagnostics with R
- Centered models,
Polynomial regression: Handwritten.
-
Generalized least squares: Handwritten.
-
Influential observations: Handwritten.
- Random independent variables
- Omitted variables (We ran out of time during this lecture)
- Secondary (optional) Textbooks: These are available free in pdf format through the U of T library one chapter at a time. Full copies may also be downloaded below.
All course materials prepared by Jerry are licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License. Source code is available. See the link above for more information.