Synopsis
This website contains the teaching materials for STAT 415/615
Regression, taught at American University by David Gerard.
Lectures
- 00 Motivation
- 01 Crash Course in R
- 02 Review
- 03 Simple linear regression
- 04 Linear algebra
- 05 Multiple linear regression
- Lecture 05-1: Multiple Linear
Regression.
- Model definition, interpretation, estimation, inference,
assumptions.
- Chapter 6 of KNNL.
- Lecture 05-2: MLR and ANOVA
- ANOVA perspective of hypothesis testing in the muliple linear
regression model.
- Sections 6.5, 6.9, 7.1, 7.2, and 7.3 of KNNL
- Lecture 05-3: MLR: Practical
Considerations.
- Standardizing predictors, multicollinearity.
- Chapter 7 of KNNL.
- Chapter 12 of ROS.
- Lecture 05-4: MLR: Quadratic Terms,
Interaction Effects, and Categorical Variables.
- Lecture 05-5: MLR: Model
Selection.
- Chapter 12 of Statistical Sleuth.
- Chapter 9 of KNNL.
- Lecture 05-6: MLR: More
Complicated Model Diagnostics.
- 06 Logistic Regression
- Review Sheets