迴歸分析
Regression Analysis
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 迴歸分析 A406 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
Important Note 重要事項宣布 (2022/09/11) As the COVID situation becomes intense, I believe it is not worth it for you to travel for simply a course introduction. Therefore, I have filmed the first lecture and post it online. Please check it out, and see if this is the course you want to take. You therefore don't need to come to class for 9/14; please be safe, and return to class on 9/21. 由於疫情有升溫趨勢,而且又是中秋連假後,我想不宜讓大家為了聽一個可能只有一個小時的課堂簡介,而承擔染疫風險。因此,第一堂課的內容,我已經全部錄影放上雲端,還請大家看看這是否是你想修的課。大家9/14就不用來課堂上;請大家積極防疫,9/21,我們課堂上見~ Course Video and Material 課程影片資料連結 https://drive.google.com/drive/folders/11IRMwn9P15vHAAoYYOOEsEd27QB-adZV?usp=sharing --- 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.
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 |
| 第 2 週 | Simple Linear Regression |
| 第 3 週 | Review: Correlation and ANOVA |
| 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