MATH 533. Regression and Analysis of Variance.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
Description
Multivariate normal and chi-squared distributions; quadratic forms. Multiple linear
regression estimators and their properties. General linear hypothesis tests. Prediction and confidence intervals. Asymptotic properties of least squares estimators. Weighted least squares. Variable selection and regularization. Selected advanced topics in regression. Applications to experimental and observational
data.
- Restriction: Not open to have taken or are taking MATH 423.
- Note: An additional project or projects assigned by the instructor that require a more detailed treatment of the major results and concepts covered in MATH 423.
- Prerequisites: MATH 357, MATH 247 or MATH 251.