MAS463 Linear Models
|Semester 1, 2014/15||10 Credits|
|Lecturer:||Dr Kostas Triantafyllopoulos||uses MOLE||Timetable||Reading List|
The course will develop the general theory of linear models, an important class of statistical models. It will also discuss model building and model checking in the context of regression. Multiple regression will be developed in some detail. Illustration using the R software will be given throughout.
Prerequisites: MAS205 (Statistics Core); MAS273 (Statistical Modelling) recommended
Not with: MAS363 (Linear Models)
No other modules have this module as a prerequisite.
- Simple Linear Regression: Brief introductory examples on regression and the analysis of variance.
- The General Linear Model: The general linear model; reduced models; replicates and lack of fit; weighted and generalized least-squares.
- Diagnostics and Model Revision: Examination of residuals; types of residuals; influential observations; transformations.
- More Linear Models and Model Building: Use of the flexibility of the general linear model; strategy for model-building and variable selection.
- To review and extend the students knowledge of the standard linear model.
- To develop enough of the theory to allow a proper understanding of what these methods can achieve.
- To show how these methods are applied to data, and what kinds of conclusion are possible.
Lectures, problem solving
20 lectures, no tutorials
One formal 2 hour written examination [70%]. Format: 3 questions from 4. Project [30%].
|C||Atkinson||Plots, Transformations and Regression||519.51 (A)||Blackwells||Amazon|
|C||Cook and Weisberg||Residuals and Influence in Regression||519.51 (C)||Blackwells||Amazon|
|C||Draper and Smith||Applied Regression Analysis||519.536 (D)||Blackwells||Amazon|
|C||Montgomery, Peck and Vining||Introduction to Linear Regression Analysis||519.51 (M)||Blackwells||Amazon|
|C||Seber and Lee||Linear Regression Analysis||519.51 (S)||Blackwells||Amazon|
(A = essential, B = recommended, C = background.)
Most books on reading lists should also be available from the Blackwells shop on Mappin Street.
|Thu||09:00 - 09:50||lecture||Hicks Lecture Theatre 2|