2022/23 Undergraduate Module Catalogue
MATH3714 Linear Regression and Robustness
15 creditsClass Size: 100
Module manager: Dr Jochen Voss
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2022/23
Pre-requisite qualificationsMATH2735 or MATH2715.
This module is mutually exclusive with
|MATH5714M||Line Regr, Robust & Smoothing|
This module is not approved as a discovery module
Module summaryIn many areas of science and social study, several variables or measurements are taken from each member of a sample. This module will examine ways of predicting one particular variable from the remaining measurements using the linear regression model. The general theory of linear regression models will be covered, including variable selection, tests and diagnostics. Robust methods will be introduced to deal with the presence of outliers.
ObjectivesBy the end of this module, students should be able to:
a) prove basic linear model theory using matrix algebra;
b) use a computer package to fit multiple linear regression models to data, and interpret the models;
c) apply methods of robust regression;
d) present a report on some data that the student has analyzed.
2. Matrix Algebra. Revision of appropriate matrix theory; discussion of Cochran's theorem.
3. Multiple linear regression model. Parameter and residual estimation, introduction to the hat matrix, standard assumptions. Decomposition of sums of squares. Tests.
4. Influence. Criteria for detection and evaluation of influential cases of observations.
5. Selection of variables (forward and backward).
6. Multicollinearity - its effect on models and identification. Variance inflation factors.
7. Resistant fitting techniques for data sets with outliers. Breakdown point.
|Delivery type||Number||Length hours||Student hours|
|Private study hours||115.00|
|Total Contact hours||35.00|
|Total hours (100hr per 10 credits)||150.00|
Opportunities for Formative FeedbackRegular problem solving assignments
Methods of assessment
|Assessment type||Notes||% of formal assessment|
|Total percentage (Assessment Coursework)||20.00|
There is no resit available for the coursework component of this module. If the module is failed, the coursework mark will be carried forward and added to the resit exam mark with the same weighting as listed above.
|Exam type||Exam duration||% of formal assessment|
|Standard exam (closed essays, MCQs etc)||2 hr 30 mins||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 listThe reading list is available from the Library website
Last updated: 09/05/2022 09:13:04
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