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STAT2008 Regression Modelling

Later Year Course

Offered By Rsch Sch of Finance, Actuarial Studies & App Stats
Academic Career Undergraduate
Course Subject Statistics
Offered in First Semester, 2012 and First Semester, 2013
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

To achieve an understanding of and facility in:

  • Working knowledge of S-Plus statistical computing language, particularly graphical capabilities
  • Fitting Simple Linear regression models and interpreting model parameters
  • Summarising and analysing relationships between a response variable and a covariate
  • Summarising and analysing relationships between a response variable and several covariates
  • Assessing and refining simple and multiple linear regression models based on diagnostic measures. Identifying outlying and influential data points.
  • Carrying out model selection in a multiple linear regression modelling context.
Indicative Assessment

The following final assessment scheme is proposed:

  • Assignments, 10%
  • Midterm-exam, 25% 
  • Three-hour final examination, 65%
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

Majors/Specialisations Marketing, Quantitative Finance, Mathematical Modelling, Statistics, and Capital Markets
Other Information

Please refer to Course Website

Science Group B
Academic Contact Research School of Finance, Actuarial Studies and Applied Statistics

The information published on the Study at ANU 2012 website applies to the 2012 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2011 website.

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