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STAT2008 Regression Modelling

Later Year Course

Offered By School of Finance, Actuarial Studies & Appl Stats
Academic Career Undergraduate
Course Subject Statistics
Offered in First Semester, 2010 and First Semester, 2011
Unit Value 6 units
Course Description

Objectives: The course is designed to emphasise the principles of statistical modelling through the cycle of proposing a model, fitting it, criticising it, and modifying it. The use of graphical methods will also be stressed.

Introduction to S-Plus. The simple linear model: statistical inference for simple linear regression, estimation and model diagnostics; transformation models; interpretation of simple linear models. Multiple regression models: matrix formulation; estimation and diagnostics; outliers and measures of influence; variable selection. Models with indicator variables (including experimental designs).

Learning Outcomes

On completion of this course students should have an understanding of and be able to apply the techniques outlined in the course description.

Indicative Assessment

The following final assessment scheme is proposed:

  • 2 Assignments, 10% (5% each)
  • Midterm-exam, 25% or 0% (if redeemed)
  • Three-hour final examination, 65% or 90% (if midterm redeemed)
Workload

Three contact hours per week plus private study time of at least 7 hours per week.

Areas of Interest Actuarial Studies and Statistics
Requisite Statement STAT1008 Quantitative Research Methods or STAT1003 Statistical Techniques
Prescribed Texts See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf
Preliminary Reading See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf
Indicative Reading List See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf
Other Information

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT2008

Science Group B
Academic Contact See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT2008 and ewan.evans@anu.edu.au

The information published on the Study at ANU 2010 website applies to the 2010 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2009 website.

Updated:   13 Nov 2015 / Responsible Officer:   The Registrar / Page Contact:   Student Business Solutions