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STAT6038 Regression Modelling

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

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)

Students enrolled in STAT6038 will be required to prepare additional tutorial exercises, assignment exercises and examination questions whose nature and difficulty are commensurate with the graduate level nature of the course. Additional material delivered to STAT6038 students will be clearly and appropriately marked.

Workload

At least 10 hrs/week

Course Classification(s) TransitionalTransitional courses are designed for students from a broad range of backgrounds and learning achievements, which provide for the acquisition of generic skills; or an informed understanding of contemporary issues; or fundamental knowledge for transition to Advanced or Specialist courses.
Areas of Interest Actuarial Studies, Finance, and Statistics
Eligibility At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least one year of university level study in quantitative analysis, including basic mathematics and data analysis techniques.
Incompatibility

with STAT8038 Regression Modelling

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
Programs Graduate Certificate in Applied Statistics, Graduate Certificate in Business Statistics, Master of Actuarial Statistics, and Master of Actuarial Studies
Other Information

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT6038

Academic Contact See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT6038

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