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# STATISTICS 225 (#60438)

## APPLIED REGRESSION ANALYSIS

Summer 2011
**********************************************************

## INSTRUCTOR: Mun Son

Rm. 309, Math/Stat Dep't., 16 Colchester Ave. (The Lord House)
656-4329(O), 879-0721(R), son@cems.uvm.edu
734-2521(CP)
Office Hours:

CLASS ROOM & CLASS HOURS: 5:00 pm - 7:30 pm TWR LAFAYETTE HALL
L308 May 23, 2011 - Jul 01, 2011

## TEXTBOOK: Applied Linear Regression Models by Kutner,

Nachtsheim and Neter, 4th Ed., Irwin.

JMP,
Minitab Reference Manual by Ryan and
SAS/ETS --- recommended.

## COURSE OUTLINE: Regression analysis is a powerful, basic statistical

technique which is being used in many fields. All
statistical computing systems provide linear regression
programs. The insight necessary to answer important
questions such as - How can we find out if the regression
assumptions are wrong? If they are, what do we do?
Why is the order of entry of terms into the model
important? Should we transform the response variables?
If so, how? Should terms be dropped from a polynomial
model? How can different batches of raw material be
introduced in the regression equation? Are individual
confidence intervals for regression coefficients good
or bad? Why are coefficients tested with both t and
F statistics? What is a general linear models? When
should you use stepwise regression to build a model?
What is nonlinear estimation? To obtain these goals, we
will cover Chaps. 1 - 3, 5, Chaps. 6 - 11, and Chap. 14.
Some sections will be skipped.

## Chap. 1 -- Linear Regression with One Predictor Variable

Chap. 2 -- Inferences in Regression and Correlation Analysis
Chap. 3 -- Diagnostics and Remedial Measures
Chap. 5 -- Matrix approach to Simple Linear Regression
Analysis
Chap. 6 -- Multiple Regression I
Chap. 7 -- Multiple Regression II
Chap. 8 -- Regression Models for Quantitative and Qualitative Predictors
Chap. 9 -- Building the Regression Model I: Model Selection and
Validation
Chap. 10 -- Building the Regression Model II: Diagnostics
Chap. 11 -- Building the Regression Model III: Remedial Measures
Chap. 14 -- Logistic Regression, Poisson Regression, and
Generalized Linear Models