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Root number
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11422 |
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Semester
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HS2024 |
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Type of course
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Lecture |
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Allocation to subject
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Statistics |
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Type of exam
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Oral exam |
| Title |
Linear Models and Regression I |
| Description |
***LECTURE FORMAT***
Regular lecture and exercises in the classroom.
***CONTENT***
1 Introduction
(Definition of a Linear Model, examples)
2 Estimation of Parameters
(Vector and matrix representation, least squares estimation, the coefficient of determination, precision of the estimators, Gauss-Markov theorem, performance under misspecification, special parametrizations and interactions)
3 Tests and Confidence Regions
(Multivariate Gaussian distributions, special univariate distributions, joint distribution of the regression estimators, student confidence intervals and tests, F confidence regions and tests, simultaneous confidence regions, calibration, random effects)
4 Regression Diagnostics
(Leverage, an application of the Central Limit Theorem, residual analyses, transformations)
5 Nonparametric Regression
(Spline regression, local polynomials, regularization) |
|
ILIAS-Link (Learning resource for course)
|
Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible).
ILIAS
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Link to another web site
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| Lecturers |
Prof. Dr.
Lutz Dümbgen, Teaching Staff, Faculty of Science ✉
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ECTS
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9 |
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Recognition as optional course possible
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Yes |
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Grading
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1 to 6 |
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| Dates |
Tuesday 10:15-12:00 Weekly
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Thursday 10:15-12:00 Weekly
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Thursday 15:15-17:00 Weekly
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Tuesday 28/1/2025 10:00-12:00
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| Rooms |
Hörsaal B005, Exakte Wissenschaften, ExWi
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Hörsaal B007, Exakte Wissenschaften, ExWi
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| Students please consult the detailed view for complete information on dates, rooms and planned podcasts. |
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