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Regression Analysis Course Guide

This course covers linear and non-linear regression methods for statistical data analysis. It focuses on simple and multiple linear regressions, polynomial regression, and regression diagnostics such as detecting non-normal errors, non-constant variances, influential observations, and multicollinearity. The course also addresses model selection, validation, non-linear models, and non-parametric regression. Practicals provide hands-on experience fitting various regression models to data.

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118 views1 page

Regression Analysis Course Guide

This course covers linear and non-linear regression methods for statistical data analysis. It focuses on simple and multiple linear regressions, polynomial regression, and regression diagnostics such as detecting non-normal errors, non-constant variances, influential observations, and multicollinearity. The course also addresses model selection, validation, non-linear models, and non-parametric regression. Practicals provide hands-on experience fitting various regression models to data.

Uploaded by

vijay kumar Gour
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

8/24/2019 https://www.iari.res.in/files/PG-School/Disciplines-Courses/AS-603.

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DESCRIPTION OF COURSES

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AS 603 REGRESSION ANALYSIS (1L+1P)

Objective
This course is meant to prepare the students in linear and non-linear regression methods useful for statistical data
analysis. They would also be provided a mathematical foundation behind these techniques and their applications
in agricultural data.

Theory

UNIT I
Simple and multiple linear regressions: Least squares fit, properties and examples. Polynomial regression:
analysis of multiple regression models, estimation and testing of regression parameters, sub-hypothesis testing,
restricted estimation. Use of orthogonal polynomials and their fitting.

UNIT II
Regression diagnostics: overview, non-normal errors, non-constant error variances and correlated observations,
nonlinearity of the model. Distribution of residuals. Test of homoscedasticity and normality. Influential
observations and outliers. Multicollinearity. Transformation of data. GLS. Ridge regression, principal
component regression and robust regression.

UNIT III
Model over-fitting and under-fitting, selection of variables, step-wise regression analysis. Adequacy and
validation of models. Indicator variable technique. Regression with ordinal data. Non-linear regression models.
Non-parametric regression.

Practicals
Fitting of simple and multiple linear regressions, polynomial regression. Sub-hypothesis testing, restricted
estimation. Fitting of orthogonal polynomials. Test for non-linearity of the model, test of homoscedasticity, test
for normality, tests for influential observations and outliers. Multicollinearity: detection, ridge regression and
principal component regression. Robust regression. Model over-fitting and under-fitting. Selection of variables,
step-wise regression analysis. Adequacy and validation of models, Indicator variable technique. Fitting
regression with ordinal data. Fitting of non-linear regression models and Non-parametric regression.

Suggested Readings

Barnett, V. and Lewis, T. 1984. Outliers in Statistical Data. John Wiley.


Belsley, D.A., Kuh, E. and Welsch, R.E. 2004. Regression Diagnostics-Identifying Influential Data and
Sources of Collinearity. John Wiley.
Chatterjee, S., Hadi, A. and Price, B. 1999. Regression Analysis by Examples. John Wiley.
Draper, N. R. and Smith, H. 1998. Applied Regression Analysis. John Wiley.
Kleinbaum, D.G. and Kupper, L.L. 1978. Applied Regression analysis and other Multivariate Methods.
Massachusetts: Duxbury Press.
McCullagh, P. and Nelder, J.A. 1999. Generalized Linear Models. Chapman and Hall.
Montgomery, D.C., Peck, E. and Vining, G. 2003. Introduction to Linear Regression Analysis. John Wiley.
Rao, C.R. 1973. Linear Statistical Inference and its Applications. John Wiley.

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