2008/09 Taught Postgraduate Module Catalogue

MATH5713M Robust Regression and Smoothing

15 creditsClass Size: 100

Module manager: Dr C. Gill
Email: C.A.Gill@leeds.ac.uk

Taught: Semester 1 (Sep to Jan) View Timetable

Year running 2008/09

Pre-requisite qualifications

MATH2715 or MATH2735, or equivalent.

This module is mutually exclusive with

MATH3713

Regression and Smoothing

This module is approved as an Elective

Module summary

To study the theoretical and practical aspects of building and analysing nonparametric and parametric models.

Objectives

On completion of this module, students should be able to:

a) prove basic linear model theory using matrix algebra;
b) use a computer package to fit nonparametric and parametric regression models to data, and interpret the models;
c) describe various smoothing techniques used in nonparametric regression and density estimation;
d) assess breakdown points and apply methods of robust regression;
e) present a report on some data that the student has analysed.

Syllabus

1. Introduction and Notation.
2. Revision of appropriate matrix theory, discussion of Cochran¿s theorem.
3. Multiple linear regression model. Parameter and residual estimation, introduction to hat matrix, standard assumptions. Decomposition of sum of squares and tests.
4. Influence. Criterion for detection and evaluation of influential cases of observations.
5. Selection of variables (forward and backward). Use of , adjusted and Mallows . Multicollinearity - its effect on models and identification. Variance inflation factors.
6. Kernel regression smoothing, k-NN smoothing. Bandwidth selection by Cross-validation.
7. Resistant smoothing techniques for data sets with outliers.
8. Breakdown points and methods of robust regression.

Teaching methods

Delivery type	Number	Length hours	Student hours
Example Class	7	1.00	7.00
Lecture	26	1.00	26.00
Practical	5	1.00	5.00
Private study hours			112.00
Total Contact hours			38.00
Total hours (100hr per 10 credits)			150.00

Methods of assessment

Coursework

Assessment type	Notes	% of formal assessment
Assignment	.	20.00
Total percentage (Assessment Coursework)		20.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Exams

Exam type	Exam duration	% of formal assessment
Standard exam (closed essays, MCQs etc)	3 hr	80.00
Total percentage (Assessment Exams)		80.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Reading list

The reading list is available from the Library website

Last updated: 01/04/2009

Disclaimer

Browse Other Catalogues

• Undergraduate module catalogue
• Taught Postgraduate module catalogue
• Undergraduate programme catalogue
• Taught Postgraduate programme catalogue

Errors, omissions, failed links etc should be notified to the Catalogue Team.PROD