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MATH 533 Regression and Analysis of Variance (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Multivariate normal and chi-squared distributions; quadratic forms. Multiple linear regression estimators and their properties. General linear hypothesis tests. Prediction and confidence intervals. Asymptotic properties of least squares estimators. Weighted least squares. Variable selection and regularization. Selected advanced topics in regression. Applications to experimental and observational data.

Terms: Fall 2021

Instructors: Khalili Mahmoudabadi, Abbas (Fall)

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