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11422-HS2026-0-Linear Models and Regression I





Root number 11422
Semester HS2026
Type of course Lecture
Allocation to subject Statistics
Type of exam not defined
Title Linear Models and Regression I
Description ***LECTURE FORMAT***
Regular lecture and exercises in the classroom.

***CONTENT***
1 Introduction
(Definition of a Linear Model, examples)

2 Estimation of Parameters
(Vector and matrix representation, least squares estimation, the coefficient of determination, precision of the estimators, Gauss-Markov theorem, performance under misspecification, special parametrizations and interactions)

3 Tests and Confidence Regions
(Multivariate Gaussian distributions, special univariate distributions, joint distribution of the regression estimators, student confidence intervals and tests, F confidence regions and tests, simultaneous confidence regions, calibration, random effects)

4 Regression Diagnostics
(Leverage, an application of the Central Limit Theorem, residual analyses, transformations)

5 Nonparametric Regression
(Spline regression, local polynomials, regularization)
ILIAS-Link (Learning resource for course) Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible). ILIAS
Link to another web site
Lecturers Prof. Dr. Lutz Dümbgen, Teaching Staff, Faculty of Science ✉
ECTS 6
Recognition as optional course possible Yes
Grading 1 to 6
 
Dates Tuesday 10:15-12:00 Weekly
Thursday 10:15-12:00 Weekly
 
Rooms Hörraum B077, Exakte Wissenschaften, ExWi
 
Students please consult the detailed view for complete information on dates, rooms and planned podcasts.