Introduction to regression and linear models including least squares estimation, maximum likelihood estimation, the Gauss-Markov Theorem, and the Fundamental Theorem of Least Squares. Topics include estimation, hypothesis testing, simultaneous inference, model diagnostics, transformations, multicollinearity, influence, model building, and variable selection. Advanced topics include nonlinear regression, robust regression, and generalized linear models including logistic and Poisson regression.
Course prerequisites: 
One semester of statistics (such as 625.403 Statistical Methods and Data Analysis), multivariate calculus, and linear algebra.
Course instructor: 
Hung

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