
Professor  Dr. Marcel Dettling  Time  Mo 810 
Coordinators 
Christina Heinze, Preetam Nandy, Alan Muro Jimenez 
Place  HG E 1.2 
Beginning of lectures: 21/09/205
Attendance certificate conditions: None. For obtaining the 5 ETCS credit points for this course, one needs to attend and pass the exam.
Doctoral students: PhD students who are after ETH credit points need to sign up with the lecturer at the beginning of the semester and hand in 5 wellsolved exercises.
Here is a link to the exercises.
Abstract
This course offers a practically oriented introduction into regression modeling methods. The basic concepts and some mathematical background are included, with the emphasis lying in learning "good practice" that can be applied in every student's own projects and daily work life.
Content
The course starts with an introduction to the regression problem and then proceeds to parameter estimation, inference, prediction and residual analysis on the basis of the simple regression model. This will be followed by a thorough discussion of variable transformations and their impact to the fitted models. We will then extend to the multiple linear regression model, for which fitting, inference and prediction will be explained. A special focus lies on diagnostic techniques, as these are at the root of fitting good models. We will then discuss the multicollinearity issue and focus on variable selection techniques, before we conclude this section with some general strategies for regression modeling. In a third part of this course, extensions of the linear model will be highlighted. This includes the flexible generalized additive model (GAM), as well as generalized linear models (GLM) on the example of binary and count response.
Objective
The students acquire advanced practical skills in linear regression analysis and are also familiar with its extensions to generalized linear modeling.
Notice
The exercises, but also the classes will be based on procedures from the freely available, opensource statistical software package R, for which an introduction will be held. See the exercise section for more information.
There are many books that cover the topics of our course. Here are some recommendations:
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