Stats 201B: Regression Analysis:
Model Building, Fitting, and Criticism
Syllabus
(Winter
2014)
Homepage: https://ccle.ucla.edu/course/view/14W-STATS201B-1
Instructor: Hongquan
Xu <hqxu@stat.ucla.edu> Phone: (310) 206-0035
Lecture Hours: MW 2-3:15pm
at BH 9436
Office Hours: MW
1-1:50pm at MS 8955
TA: Safaa Dabagh
<sofiadabagh@ucla.edu>, Office Hours: Tuesday
11-12 at MS 8208
Textbooks (required):
- J. J. Faraway (2005). "Linear Models with R," Chapman &
Hall.
- J. J. Faraway (2006). "Extending the Linear Model with R,"
Chapman & Hall.
Description: Applied
regression
analysis, with emphasis on general linear model (e.g., multiple
regression) and generalized linear model (e.g., logistic
regression). Special attention to modern extensions of regression,
including regression diagnostics, graphical procedures, and
bootstrapping for statistical inference.
Topics:
- Linear model: Estimation, Inference, Diagnostics
- Problems with the Predictors and the Error, Robust Regression
- Transformation, Variable Selection, Shrinkage Methods
- Generalized linear models: Logistic regression, Poisson
regression
Grading:
- Homework (20%):
No
late Homework!
- Midterm Exam (25%): Monday,
February 10, 2014.
- Final Project (15%):
Data analysis (TBD).
- Final Exam (40%): Friday, March 21, 2014, 9-11am (2 hours).
Statistical Software: We
will use R, a free software environment for statistical computing
and graphics. You can download R and get information from the
R Home Page (http://www.r-project.org/)
or from UCLA (http://cran.stat.ucla.edu).
R
commands used in the textbooks are available from Julian Faraway's
website. You can be download RStudio from (http://www.rstudio.com).
Academic Integrity: As a
student and member of the University community, you are here to get
an education and are, therefore, expected to demonstrate integrity
in your academic endeavors. All students must uphold University of
California Standards of Student Conduct as administered by the
Office of the Dean of Students. Students are subject to disciplinary
action for several types of misconduct, including but not limited
to: cheating, multiple submissions, plagiarism, prohibited
collaboration, facilitating academic dishonesty, or knowingly
furnishing false information. You may have assignments or projects
in which you work with a partner or with a group. For example, you
are welcome, and even encouraged, to work with others to solve
homework problems. Even though you are working together,
the assignment you submit for a grade must be IN YOUR OWN WORDS,
unless you receive specific instructions to the contrary. For
more information about academic integrity, please go to www.deanofstudents.ucla.edu.