Inhalt

[ 951STMOARAK14 ] KV Advanced Regression Analysis

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Statistics Helmut Waldl 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites keine
Original study plan Master's programme Statistics and Data Science 2025W
Learning Outcomes
Competences
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.
Skills Knowledge
  • 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
Criteria for evaluation Homework and written exam
Methods Lecture Examples prepared and presented by students
Language English
Study material Fahrmeir L., Kneib T., Lang S. and Marx B. (2013) "Regression. Models, Methods and Applications"

Script

Slides

Changing subject? No
Corresponding lecture in collaboration with 951STMOSTLK14: KV Statistical Learning (4 ECTS) equivalent to
4MSMV2KV: KV Multivariate Verfahren II (8 ECTS)
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority