STA 302: Regression Analysis
University of Toronto Mississauga,
Fall 2020
Instructor:
Jerry Brunner
Lecture Tuesday 4:10-6:00 p.m. and Thursday
12:10-1:00, online at
https://utoronto.zoom.us/j/97147308967
(Zoom ID 971 4730 8967)
Weekly quizzes during tutorial Thursday at 6pm online via Crowdmark. Please join the tutorial Zoom meeting at
https://utoronto.zoom.us/j/98226251131
(Zoom ID 982 2625 1131)
Piazza: A good place to share information and insights with other students, as well as getting answers from the instructors:
https://piazza.com/utoronto.ca/fall2020/sta302
Note: This page is now complete.
Information about the deferred final exam is now available.
The formula sheet for the deferred final exam is posted. It is the same as the formula sheet for the regular finaal exam.
- Syllabus
- Computing Resources: Information and Links, including R download.
- Formula Sheet
- Assignments: Please try them yourself before looking at the solutions.
- Assignment One (all review): Quiz on Thursday Sept. 17th during tutorial.
- Assignment Two (Linear algebra, Statistics review and Moment-generating functions): Quiz on Thursday Sept. 24th during tutorial.
- Assignment Three (More linear algebra, Random vectors): Quiz on Thursday Oct. 1st during tutorial.
- Assignment Four (Least Squares): Quiz on Thursday Oct. 8th during tutorial.
- Assignment Five (More Least Squares): Quiz on Thursday Oct. 2nd during tutorial.
- Assignment Six (A little more least squares, Moment-generating functions of random vectors, Multivariate normal): Quiz on Thursday Oct. 29th during tutorial.
- Assignment Seven (A little more least squares, Regression model with normal error terms, leading to the t-tests and F-tests): Quiz on Thursday Nov. 5th during tutorial.
- Assignment Eight (Interpretation; Tests and confidence intervals with R): Quiz on Thursday Nov. 12th during tutorial.
- Assignment Nine (Categorical explanatory variables): Quiz on Thursday Nov. 19th during tutorial.
- Assignment Ten (Prediction intervals and regression diagnostics): Quiz on Thursday Nov. 26th during tutorial.
- Assignment Eleven (Generalized least squares, and the Centered model): Quiz on Thursday Dec. 3d during tutorial.
- Assignment Twelve (Omitted variables and Instrumental Variables): Final exam only, maybe.
- Lectures
- 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.
- Moment-generating functions: See your STA256 text/notes.
- More linear algebra. 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: See Chapter Three of Linear models in statistics for more detail.
- Least Squares: See Chapter Seven of Linear models in statistics for more detail.
- Least squares with R
- More Least Squares: See Chapter Section 7.3.2 of Linear models in statistics for more detail.
- The Multivariate Normal Distribution: See Chapter 4 of Linear models in statistics for more detail.
- Tests and Confidence Intervals: See Chapter 8 of Linear models in statistics for more detail.
- Interpretation: How to talk about it
- Tests and Confidence Intervals with R: Chapter 3 in Linear models with R emphasizes the full-reduced model approach.
- Categorical Predictor Variables
- Categorical Predictor Variables with R
- Polynomial Regression and Response Surface Methodology
- Prediction Intervals
- Prediction Intervals with R
- Regression Diagnostics
- Regression Diagnostics with R
- Weighted Least Squares and Generalized Least Squares
- Weighted Least Squares with R
- The Centered Model
- Centered Model with R
- Random Explanatory Variables
- Omitted Variables and Instrumental Variables
- Stepwise variable selection with R
- Quiz Solutions
- Quiz 1
- Quiz 2
- Quiz 3
- Quiz 4
- Quiz 5
- Quiz 6
- Quiz 7
- Quiz 8
- Quiz 9
- Quiz 10
- Quiz 11
- Textbooks
Both books are available in pdf format free of charge through the U of T library. The library lets you download Linear models in statistics one chapter at a time. A full copy is available
here.
- Lecture Videos
- Thursday Sept. 10th
- Tuesday Sept. 15th
- Thursday Sept. 17th
- Tuesday Sept. 22nd
- Thursday Sept. 24th
- Tuesday Sept. 29th
- Thursday Oct. 1st
- Tuesday Oct. 6th
- Thursday Oct. 8th
- Tuesday Oct. 20th
- Thursday Oct. 22nd
- Tuesday Oct. 27th
- Thursday Oct. 29th
- Tuesday Nov. 3d
- Thursday Nov. 5th
- Tuesday Nov. 10th
- Thursday Nov. 12th
- Tuesday Nov. 17th
- Thursday Nov. 19th
- Tuesday Nov. 24th
- Thursday Nov. 26th
- Tuesday Dec. 1st
- Thursday Dec. 3d
- Tuesday Dec. 8th
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.