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Applied Regression Analysis
Course code ：
82151000
Course name：Applied Regression Analysis
Credits：3 term： 8
students：Undergraduates major in Mathematics
course requirement ：Probability，Mathematical Statistics
Course
director
：Xu huanying ，assistant，Master
Course Description：
《Applied Regression Analysis 》is a professional elective course for all students
in Mathematical department which is a
curriculum of wide application
. It mainly
studies relationships between the statistical variables . This course includes linear
regression’ parameter estimation , significant tests and its application , diagnosis of
heteroskedasticity , autocorrelation and outlier when contrary to the basic
assumptions, return variables of choosing and stepwise regression , ridge
regression and nonlinear regression and so on. The purpose of this course is to
enable students to master the application and methods of modern regression
analysis , to master the diagnostic methods and the students would learn more
about the ridge regression and stepwise regression of the modern regression
analysis and also to master general understanding the nonlinear regression
approach.
Practical activity：
No need.
course assessment
Final term grade =regular grade *30%+ Final exam grade*70%；
regular grade is determined by Attendance situation and performance of
homework ；
Final exam will be conducted in the form of Closed book。
course
：
[1]He xiaoqun and Liu wenqing. 《Applied Regression Analysis》. Beijing:Renmin
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