ST7002 – Introduction to Multiple Linear Regression

Module CodeST7002
Module Name Introduction to Multiple Linear Regression
ECTS Weighting[1]10 ECTS
Semester taughtSemester 2
Module Coordinator/s  TBC

Module Learning Outcomes

On successful completion of this module, students will be able to:

  • To carry out an initial examination of the data
  • To use a regression package (MINITAB) to apply multiple regression to simple data sets
  • To interpret the results of the modelTo construct and exploit derived variables e.g. logs, products and indicator variables
  • To understand the basics of logistic regression

Module Content

Multiple linear regression – and its many variants – is the most widely used tool in applied statistics. This course will build on simple linear regression, introduced in the Base Module. The aim is to become familiar with its use, to develop further experience and confidence in the use and role of statistical modelling. Specific topics addressed in this module include: Review of simple linear regression model: assumptions, model fitting, estimation of coefficients and their standard errors The multiple linear regression model and its analysis including: Confidence intervals and statistical significance tests on model parameters Issues in the interpretation of the multiple parameters Analysis of variance in regression: F-tests, r-squared Indicator variables and interaction terms Model validation: residuals, residual plots, normal plots, diagnostics Introduction to logistic regression

Teaching and learning Methods

The module will consist of 21 hours of lectures and 3 hours of labs

Assessment Details

Assessment ComponentBrief Description Learning Outcomes Addressed% of totalWeek setWeek Due

Reassessment Details

Examination (3 hours, 100%)

Contact Hours and Indicative Student Workload

Contact Hours (scheduled hours per student over full module), broken down by: 24 hours
Lecture21
hours
Laboratory3 hours
Tutorial or seminar0 hours
Other0 hours
Independent study (outside scheduled contact hours), broken down by:72  hours
Preparation for classes and review of material (including preparation for examination, if applicable0 hours
completion of assessments (including examination, if applicable)0 hours
Total Hours96 hours

Recommended Reading List

Sheather, S. J. A Modern Approach to regression with R,, New York:, Springer 2009 Neter, J., Wasserman, W. & Kutner, M.H. Applied Linear Models , 2nd edition Boston, Irwin:1989 Kutner. M. H., Nachtsheim, C.J., Neter, J. & Li, W. Applied Linear Statistical Models, 5th, Boston: McGraw-Hill, 2005  

Module Pre-requisites

Prerequisite modules: Base module ST7001

Other/alternative non-module prerequisites:

Module Co-requisites

None

Module Website

Blackboard