Statistics Program

Autumn 2003 Course

Regression Analysis

  • Course number : 221 U3940
  • Credits : 3 units
  • Required or Requisite : Requisite
  • Instructor : Ming-Yen Cheng
  • Time : Th 678
  • Room : NM103
  • Notice :
  • Prerequisites : Statistics or Introduction to Mathematical Statistics
  • Course Description :
    simple and multiple regression models; least squares estimation; maximum likelihood estimation; inferences in regression; polynomial regression models; regression diagnostics; transformations; multicollinearity; variable selection procedures.
  • Textbook :
    Sen, A. K. and Srivastava, M. S. (1990). Regression Analysis: Theory, Methods, and Applications . Springer.
  • Reference :
  1. Draper, N. R. and Smith, H. (1998) Applied Regression Analysis. 3rd Edition. John Wiley & Sons, Inc.
  2. Rawlings, J. O., Pantula, S. G. and Dickey, D. A. (1998) Applied Regression Analysis: A Research Tool. 2nd Edition. Springer.
  3. Rao, C. R. and Toutenburg, H. (1999) Linear models: Least Squares and Alternatives. 2nd Edition. Springer.
  • Grading :
    Homework(30%), Midterm(30%), Final exam(40%).

Last updated: August 8, 2003

Address: Department of Mathematics, National Taiwan University, Taipei, Taiwan
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