迴歸分析
Regression Analysis
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 迴歸分析 A310 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
Regression analysis is one of the fundamental tools in current statistics. In this course, we will study the theoretical foundation of the regression analysis, and how it is applied to real application. For each week, the class will constitute of two parts: the first two hours will focus on the theoretical derivation, and the last hour will focus on empirical applications and presentation. 2021/9/5 Update: Due to COVID-19, the course will be held through non-synchronized online lectures until further notification. For people need to sign for enrollment or other documents, please email me. 基於疫情關係,本課程將先以非同步線上課程進行,直到進一步指示。若開學有需要簽署相關文件者,請用email聯繫我。 The context of first few courses will be uploaded on Google Drive for people without E3. See the link in the syllabus. 前幾周的內容會同步置於Google硬碟,以便尚未加入E3者觀看。詳見每周內容中的連結。
Undergraduate probability and statistics is needed. Computer programming such as R or C is also involved in the course.
Homework 50% Midterm Project 25% Final Project 25%
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction, Review on Basic Concepts Google Drive Link: https://drive.google.com/drive/folders/1G9U-dL1GFW5Y-Bb009okA-r_TW8m7Bf8?usp=sharing |
| 第 2 週 | Simple Linear Regression Google Drive Link: https://drive.google.com/drive/folders/16gnAMv3ReWD68hnZxMhMNPXrarQmcyDN?usp=sharing |
| 第 3 週 | Review: Correlation and ANOVA Google Drive Link: https://drive.google.com/drive/folders/1PQnN1h9dOdN2mIHlj1ubYqyuk6tQaSwm?usp=sharing |
| 第 4 週 | Multiple Linear Regression |
| 第 5 週 | Multicollinearity |
| 第 6 週 | Model Adequacy Checking, Transformations and Weighting |
| 第 7 週 | TBA |
| 第 8 週 | Midterm |
| 第 9 週 | Polynomial Regression Model Indicator Variables |
| 第 10 週 | Panel Data |
| 第 11 週 | Variable Selection |
| 第 12 週 | Nonlinear Regression |
| 第 13 週 | Logistic Regression |
| 第 14 週 | Generalized Linear Model |
| 第 15 週 | TBA |
| 第 16 週 | Final |
Montgomery, D.C., Peck, E.A., Vining, G.G. (2012). Introduction to Linear Regression Analysis (5th Edition). Wiley.
- 時間
- By appointment
- 聯絡方式
- chulankao@gmail.com