7/17/2014 Statistics.

com - Regression Analysis

http://www.statistics.com/regression 1/2
Regression Analysis
taught by Iain Pardoe
Aim of Course:
Regression, perhaps the most widely used statistical technique, estimates relationships between independent (predictor or
explanatory) variables and a dependent (response or outcome) variable. Regression models can be used to help
understand and explain relationships among variables; they can also be used to predict actual outcomes. In this course you
will learn how multiple linear regression models are derived, use software to implement them, learn what assumptions
underlie the models, learn how to test whether your data meet those assumptions and what can be done when those
assumptions are not met, and develop strategies for building and understanding useful models.
This course may be taken individually (one-off) or as part of a certificate program.
Course Program:
WEEK 1: Foundations and Simple Linear Regression
Brief review of univariate statistical ideas:
confidence intervals
hypothesis testing
prediction
Simple linear regression model and least squares estimation
Model evaluation:
regression standard error
R-squared
testing the slope
Checking model assumptions
Estimation and prediction
WEEK 2: Multiple Linear Regression
Multiple linear regression model and least squares estimation
Model evaluation:
regression standard error
R-squared
testing the regression parameters globally
testing the regression parameters in subsets
testing the regression parameters individually
Checking model assumptions
Estimation and prediction
WEEK 3: Model Building I
Predictor transformations
Response transformations
Predictor interactions
Qualitative predictors and the use of indicator variables
7/17/2014 Statistics.com - Regression Analysis
http://www.statistics.com/regression 2/2
WEEK 4: Model Building II
Influential points (outliers and leverage)
Autocorrelation
Multicollinearity
Excluding important predictors
Overfitting
Extrapolation
Missing data
Model building guidelines
Model interpretation using graphics
HOMEWORK:
Homework in this course consists of short answer questions to test concepts and guided data analysis problems using
software.