Applied Regression Analysis Syllabus
Prof. Vanja M. Dukic
Autumn 2008
Tuesdays and Thursdays,
10:30 -- 11:50 am
Eckhart 133
http://galton.uchicago.edu/~dukic/224-A08/224-A08-web/index.html
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| Tuesday -- Sep 30, 2008 | Overview: Hypothesis testing (SLR) | Chapter 1 | |
| Thursday -- Oct 2, 2008 | Introduction to Simple Linear Regression | Chapter 2.1 -- 2.7 |
take-home quiz |
| Tuesday -- Oct 7, 2008 | SLR continued: LS estimation, testing | Chapter 2.8 -- 2.11 | |
| Thursday -- Oct 9, 2008 | SLR continued | Chapter 3.1 -- 3.8 |
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| Tuesday -- Oct 14, 2008 | Multiple linear regression (MLR) | Chapter 3.1--3.8 | HW 1 |
| Thursday -- Oct 16, 2008 | Hypothesis testing in MLR | Chapter 3.9 -- 3.11 |
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| Tuesday -- Oct 21, 2008 | Regression diagnostics: violations of model assumptions, residual analysis | Chapter 4.1 -- 4.5 | HW 2 |
| Thursday -- Oct 23, 2008 | More diagnostics: outliers, studentized residuals, influence plots | Chapter 4.6 -- 4.13 |
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| Tuesday -- Oct 28 , 2008 | MIDTERM -- in class | ----- | |
| Thursday -- Oct 30, 2008 | Indicator variables: confounding, interactions | Chapter 5.1 -- 5.4 |
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| Tuesday -- Nov 4, 2008 | Seasonality and regression stability over time | Chapter 5.5 -- 5.7 | HW 3 |
| Thursday -- Nov 6, 2008 | Transformations: power family | Chapter 6 | |
| Tuesday -- Nov 11, 2008 | Heteroscedasticity; variance stabilizing transformations | Chapter 7.1 -- 7.4 |
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| Thursday -- Nov 13, 2008 | Autocorrelation | Chapter 8 | |
| Tuesday -- Nov 18, 2008 | Collinearity | Chapter 9.1--9.5, 9.7 |
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| Thursday -- Nov 20, 2008 | Variable selection | Chapter 11.1--11.12, 11.15 |
HW 5 |
| Tuesday -- Nov 25, 2008 | Logistic regression | Chapter 12 |
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| Tuesday -- Dec 2, 2008 | Logistic regression and Review | Chapter 12 |
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| Thursday -- Dec 4, 2008 | EARLY BIRD EXAM 10:00-12:00, Eck 133 -- no class | ----- |
HW 6 |