Inhalt

[ 951STMOARAK14 ] KV (*)Advanced Regression Analysis

Versionsauswahl
(*) Leider ist diese Information in Deutsch nicht verfügbar.
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
4 ECTS M1 - Master 1. Jahr Statistik Helmut Waldl 2 SSt Johannes Kepler Universität Linz
Detailinformationen
Anmeldevoraussetzungen (*)keine
Quellcurriculum Masterstudium Statistics and Data Science 2025W
Lernergebnisse
Kompetenzen
(*)Students are able to perform regression analysis for various types of cross-section and panel data, to interprete the results correctly and perform a residual analysis of the fitted model.
Fertigkeiten Kenntnisse
(*)
  • Knowing and understanding of the basic problems, concepts and methods of regression analysis for cross section data (k1,k2)
  • Knowing and understanding of the basic problems, concepts and methods for nonparametric estimation of covariate effects (k1,K2)
  • Knowing and understanding of the basic problems, concepts and methods of regression analysis for longitudinal data (k1,k2)
  • Fitting, model choice and residual analysis of regression models for different types of responses with statistic software R (k3)
  • Implementing and performing simulation studies for different types of regression models (k2,k3)
(*)
  • Univariate linear regression
  • Heteroscedastic and autocorrelated errors
  • Penalized regression (Ridge Regression, LASSO)
  • Boosting
  • Nonparametric Estimation of covariate effects (Splines estimates, Local Polynomial smoothing and LOESS )
  • Generalized linear regression models
  • Generalized additive models for location, scale and shape
  • Loglinear models
  • Multivariate linear models
  • Linear mixed effects models
Beurteilungskriterien (*)Homework and written exam
Lehrmethoden (*)Lecture Examples prepared and presented by students
Abhaltungssprache Englisch
Literatur (*)Fahrmeir L., Kneib T., Lang S. and Marx B. (2013) "Regression. Models, Methods and Applications"

Script

Slides

Lehrinhalte wechselnd? Nein
Äquivalenzen (*)in collaboration with 951STMOSTLK14: KV Statistical Learning (4 ECTS) equivalent to
4MSMV2KV: KV Multivariate Verfahren II (8 ECTS)
Präsenzlehrveranstaltung
Teilungsziffer 40
Zuteilungsverfahren Zuteilung nach Vorrangzahl