Class Schedule Listing |
Fall 2021
Jul 02, 2022 |
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| Regression and Analysis of Variance. - 4203 - MATH 533 - 001 | ||||||||||||||||||||||||
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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.
Prerequisites: MATH 357, MATH 247 or MATH 251. Associated Term: Fall 2021 Registration Dates: Jun 01, 2021 to Sep 14, 2021 Lecture Schedule Type 4.000 Credits View Catalog Entry
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