401-3622-00L Regression
| Semester | Spring Semester 2018 |
| Lecturers | P. L. Bühlmann |
| Periodicity | two-yearly recurring course |
| Language of instruction | English |
Courses
| Number | Title | Hours | Lecturers | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 401-3622-00 G | Regression | 4 hrs |
| P. L. Bühlmann |
Catalogue data
| Abstract | In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory. |
| Learning objective | Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint. |
| Content | In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen. |
| Lecture notes | Lecture notes |
| Prerequisites / Notice | Credits cannot be recognised for both courses 401-3622-00L Regression and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden). |
Performance assessment
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 8 credits |
| Examiners | P. L. Bühlmann |
| Type | session examination |
| Language of examination | English |
| Repetition | The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit. |
| Admission requirement | The examination of this 2-yearly course is only offered in the two examination sessions directly following the course. (examinations in Summer 2018 and Winter 2019; but no examinations in Summer 2019 and Winter 2020) |
| Mode of examination | written 120 minutes |
| Additional information on mode of examination | Credits cannot be recognised for both courses 401-3622-00L Regression and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden). |
| Written aids | Open Book exam. All written resources and a non-programmable pocket calculator are allowed. No laptops, no mobile phones. |
| This information can be updated until the beginning of the semester; information on the examination timetable is binding. | |
Learning materials
| No public learning materials available. | |
| Only public learning materials are listed. |
Groups
| No information on groups available. |
Restrictions
| There are no additional restrictions for the registration. |
