Statistical Modelling

Autumn semester 2022

General information

Lecturer Peter Bühlmann
Assistant Malte Londschien
Lectures Mon 10-12 ML D 28
Thu 14-16 HG E 1.1
Course catalogue data >>

Course content

In regression analysis, we examine the relationship between a random response variable and several other explanatory variables. In this class, we consider the theory of linear regression with one or more explanatory variables. Moreover, we also study robust methods, generalized linear models, model choice, high-dimensional linear models, nonlinear models and nonparametric methods. Several numerical examples will illustrate the theory. You will learn to perform a regression analysis and interpret the results correctly. We will use the statistical software R to get hands-on experience with this.

Announcements

  • September 13th 2022
    • First lecture on September 22nd
      The first lecture is on Thursday, September 22nd, starting at 14:15 in HG E 1.1.
    • Frequency of lectures and exercises
      There will be a lecture every Monday at 10:15 in ML D 28. Lectures and exercises alternate on Thursdays at 14:15 in HG E 1.1. Exercises and will take place each second week, starting on on September 29th. Exceptions will be announced during the lecture and on this website.
    • Content of the first exercises session
      The first exercise session will include an introduction to the statistical programming language R with some exercises. In the exercise sessions, you can solve the R problems, the series and ask questions. You need to bring your own laptop for solving the R questions.
    • Recording of lectures
      The lectures will not be streamed via Zoom. The lectures will be recorded and uploaded to the ETH video portal after each lecture.
  • October 8th 2022
    • No class and no exercise class on October 10th and October 13th.
      Please read chapters 1.6.1, 1.6.3, and 1.6.4 of the script and solve the exercise series 2. If you have any questions regarding the exercises, use the Moodle Overflow forum or send an email to Malte Londschien. The reading material will be discussed in the next lecture on October 17th.
  • November 8th 2022
    • Switch of lecture and exercise Thursday, November 10th and Monday, November 14th.
      There will be a lecture on the next Thursday, November 10th. The exercise class will take place on Monday, November 14th. The rooms remain the same.
  • December 5th 2022
    • Two more exams, both from 2021, have been made available.
      See here.

Course materials

  • Lecture recordings: See the ETH video portal.
  • Moodle: Please use the Q&A Moodle Overflow Forum to ask questions.
  • The datasets used in the R scripts shown during the lectures can be found here (old).
  • Four old exams are made available from 2018/2019 and 2021. Note: Some of the covered material may differ.
  • Scans of the visualizer will be uploaded here.
  • Slides will be uploaded here.
Week Topic
Week 1 Introduction
Week 2 Classical linear model
Week 3 Classical linear model
Week 4 Classical linear model
  • No in-person class or exercise
  • Reading: Script 1.6.1, 1.6.3, 1.6.4
Week 5 Classical linear model
Week 6 Classical linear model
Week 7 Classical linear model
Week 8 Classical linear model
Week 9 Classical linear model
Week 10 Generalized linear models
Week 11 Generalized linear models
Week 12 Nonparametric models

Software

Examples in the lecture as well as solutions to the exercises will be based on the statistical software R. R is a freely available open source program that works on all platforms and has become worldwide standard for data analysis. It can be downloaded from CRAN. An R Tutorial can be found here. The most commonly used editor for R is RStudio which can be downloaded from here.

Exercise classes

Exercise classes will take place every other week on Thursdays. The first exercise class on September 29th will feature an R tutorial with some exercises. Please install R and RStudio and bring your laptop to the exercise classes.

Series

If you are a PhD student who needs ETH credit points, the submission of four exercise series is mandatory. If this applies to you, please contact the assistant.

Materials

Literature