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課程名稱 |
迴歸分析
REGRESSION ANALYSIS |
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開課學期 |
95-1 |
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授課對象 |
理學院 數學研究所 |
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授課教師 |
江金倉 |
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課號 |
MATH7606 |
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課程識別碼 |
221 U3940 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期一7,8,9(14:20~17:20) |
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上課地點 |
新生103 |
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備註 |
研究所統計科學組基礎課。
總人數上限：50人
外系人數限制：15人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
I.Contents：
Topic1. Review of Basics.
Topic2. Simple and Multiple regression.
Topic3. Problems and Remedies- Normality, unequal variances, correlated errors, outliers and Influential observations, multicollinearity.
Topic4. Variable Selection Procedures.
Topic5. Applications to analysis of variance and covariance.
Topic6. Logistic Regression Analysis.
II.Course prerequisite：
III.Reference material ( textbook(s) )：
Text book: Sen Ashish and Srivastava M. (1990). Regression Analysis: Theory, Methods, and Applications. Springer
References: Rawlings, J. O. Pantula , S. G., and Dickey, D. A. (1998). Applied Regression Analysis: Research Tool. Second Edition. Springer. Rao, C. R. and Toutenburg, H. (1999). Linear Models: Least Squares and Alternatives. Second Edition. Springer.
Kleinbaum, D. G., Kupper, L. L., Muller, K. E., and Nizam, A. (1998). Applied Regression Analysis and other Multirariable Methods. Duxbury.
IV.Grading scheme：
Homework: 20%
Quiz: 20%
Midterm: 30%
Final: 30%
Project: 10%
V.Others： |
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課程目標 |
Instructor: Chin-Tsang Chiang
Office: 310 Old Math. Building
E-mail: chiangct@math.ntu.edu.tw
Class meetings: Monday 3:30 pm-6:20 pm at 103 New Math. Building
Office hour: Monday 10:00 am -11:00 am
Course Outline
0. Review of Basics.
1. Model Construction.
2. Simple and Multiple Linear Regression.
3. Problems and Remedies - normality, unequal variances, correlated errors, outliers and influential observations, and multicollinearity.
4. More Complicated Models. 5. Generalized Linear Model. |
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課程要求 |
評量:Evaluation
HW: 20 %. Quiz: 20 %. Midterm: 30 %. Final: 30 %. Final project:10 %. |
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預期每週課後學習時數 |
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Office Hours |
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參考書目 |
Text books and References
Sen, A. and Srivastava, M. (1990). Regression Analysis: Theory, Methods, and Applications. Springer.
Rao, C. R. and Toutenburg, H. (1999). Linear Models: Least Squares and Alternatives. Second Edition. Springer.
Grob, J. (2003). Linear Regression. Springer.
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指定閱讀 |
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評量方式
(僅供參考) |
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