Information and Decision Sciences

IDS 478 Regression Analysis

Credit hours 3 -Undergraduate 4 -Graduate
Catalog description Data collection and exploration; model building; variable least squares; residual analysis; variable selection; multicollinearity; ridge regression; nonlinear regression; nonparametric regression.
Key topics
  • Review of Simple linear Regression
  • Review of Multiple Linear Regression
  • Residual Analysis
  • Variable Selection
    Criteria for Variable Selection
    Subset Regression
    Stepwise Regression
  • Transformation of Variables
  • Nonparametric Regression
  • Nonlinear Regression Definition of "Nonlinear" Examples of Models Numerical Methods for Minimization of Least Squares Criterion Inference based on Large-Sample Theory
Prerequisites for this course IDS 371
Course(s) for which this is a prerequisite None
Required course for None
Elective course for Selective course for IDS Majors
Frequency of offering Spring
Recent offerings, instructors, syllabi Spring 2004 Chen
Spring 2003 Chen
Planned offerings Fall 2008 Sclove
Cross-listings ECON 450
Comments None