|
|
Class
Notes
This
outline reflects a future extended version of the course that is not
yet
completely implemented; not-yet-existing modules are shaded in light
blue;
the numbers of existing modules are consistent with those on the class
schedule in the syllabus. |
| Part
1 |
|
SIMPLE
LINEAR REGRESSION |
| Module
1 |
|
Simple Linear
Regression |
| Module
2 |
|
Statistical
Inference |
| Module
3 |
|
Diagnostics
& Remedies |
| Part
2 |
|
MULTIPLE
LINEAR REGRESSION
& GENERAL LINEAR MODEL |
| Module
4 |
|
Matrix
Representation of the Regression Model |
| Module
5 |
|
Multiple
Regression & the General Linear Model |
| Module
6 |
|
Polynomial
Regression & Interactions |
| Module
7 |
|
Qualitative
Independent Variables |
| Module
8 |
|
General Linear
Tests |
| Module
9n |
|
Model
Building & Specification |
| Part
3 |
|
COMPLICATIONS
OF MULTIPLE
REGRESSION:
DIAGNOSTICS
& REMEDIES |
| Module
10 |
|
Outlying
& Influential Observations |
| Module
9 |
|
Partial
Regression Plots |
| Module
11 |
|
Collinearity
& Ridge Regression |
| Module
12 |
|
Heteroskedasticity |
| Module
13 |
|
The Bootstrap |
| Part
4 |
|
SPECIAL
DATA STRUCTURES |
| Module
14 |
|
Autocorrelation
in Time Series Data |
| Module
14b |
X |
Pooled Time
Series of Cross Sections |
| Module
14c |
X |
Multi Level
Models |
| Module
16 |
X |
Missing
Values & Selection Bias |
|
|
|
|
|
STATISTICAL
TABLES |
|
|
REFERENCES |