Regression Modelling STAT6038  - Details

Add STAT6038 - Regression Modelling to my interest list


Offered By: School of Finance and Applied Statistics
Academic Career: Graduate Coursework
Course Subject: Statistics
Offered in: First Semester, 2010
Unit Value: 6 units
Course Description:

The course is designed to emphasise the principles of statistical modelling through the cycle of proposing a model, fitting it, criticising it, and modifying it. The use of graphical methods will also be stressed.

Introduction to S-Plus. The simple linear model: statistical inference for simple linear regression, estimation and model diagnostics; transformation models; interpretation of simple linear models. Multiple regression models: matrix formulation; estimation and diagnostics; outliers and measures of influence; variable selection. Models with indicator variables (including experimental designs).

Learning Outcomes:

On completion of this course students should have an understanding of and be able to apply the techniques outlined in the course description.

 

Indicative Assessment:

The following final assessment scheme is proposed:

2 Assignments, 10% (5% each)

Midterm-exam, 25% or 0% (if redeemed)

Three-hour final examination, 65% or 90% (if midterm redeemed)

Students enrolled in STAT6038 will be required to prepare additional tutorial exercises, assignment exercises and examination questions whose nature and difficulty are commensurate with the graduate level nature of the course. Additional material delivered to STAT6038 students will be clearly and appropriately marked.

Workload:

At least 10 hrs/week

Course Classification(s): TransitionalTransitional courses are designed for students from a broad range of backgrounds and learning achievements, which provide for the acquisition of generic skills; or an informed understanding of contemporary issues; or fundamental knowledge for transition to Advanced or Specialist courses.
Areas of Interest: Actuarial Studies, Finance, and Statistics
Eligibility: At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least one year of university level study in quantitative analysis, including basic mathematics and data analysis techniques.
Incompatibility:

with STAT8038 Regression Modelling

Prescribed Texts: See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf
Preliminary Reading:

See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf

 

Indicative Reading List: See Course Outline:  http://ecocomm.anu.edu.au/courses/outline/STAT2008.pdf
Programs: Graduate Certificate in Applied Statistics, Graduate Certificate in Business Statistics, Master of Actuarial Statistics, and Master of Actuarial Studies
Other Information:

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT6038

Academic Contact: See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT6038