Analysis of Regression and Variance

10 credits

Syllabus, Bachelor's level, 1MS004

A revised version of the syllabus is available.
Code
1MS004
Education cycle
First cycle
Main field(s) of study and in-depth level
Mathematics G2F
Grading system
Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
Finalised by
The Faculty Board of Science and Technology, 24 April 2013
Responsible department
Department of Mathematics

Entry requirements

60 credit points Mathematics including Inference Theory

Learning outcomes

In order to pass the course (grade 3) the student should be able to

  • perform simple and multiple linear regression;
  • describe and use the general linear model;
  • perform residual analysis and transformations of variables;
  • handle non-linear regression;
  • use methods based on orthogonal polynomials;
  • perform one-way and multi-way analysis of variance;
  • give an account for various designs of experiments: complete randomisation, blocks and factors, Latin squares, incomplete blocks;
  • perform analysis of covariance;
  • use statistical software for analysis of regression and variance;
  • give examples of statistical methods from the professional career.

Content

Regression: simple and multiple linear, nonlinear, transformation of variables, residual analysis, orthogonal polynomials. Analysis of variance: one-sided, multivariate, multiple comparisons, variance component models. Design of experiments: randomisation, blocks, factors. Use of statistical software.

Instruction

Lectures, problem solving sessions and computer-assisted laboratory work.

Assessment

Written examination in the end of the course combined with assignments given during the course.

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