Module manager: Dr Jochen Voss
Email: J.Voss@leeds.ac.uk
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2024/25
MATH2735 or MATH2715.
| MATH5714M | Line Regr, Robust & Smoothing |
This module is not approved as an Elective
In 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.
By 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.
1. Notation.
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 |
|---|---|---|---|
| Lecture | 33 | 1 | 33 |
| Practical | 1 | 2 | 2 |
| Private study hours | 115 | ||
| Total Contact hours | 35 | ||
| Total hours (100hr per 10 credits) | 150 | ||
Regular problem solving assignments
| Assessment type | Notes | % of formal assessment |
|---|---|---|
| In-course Assessment | Coursework | 20 |
| Total percentage (Assessment Coursework) | 20 | |
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) | 2.0 Hrs 30 Mins | 80 |
| Total percentage (Assessment Exams) | 80 | |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
The reading list is available from the Library website
Last updated: 4/29/2024
Errors, omissions, failed links etc should be notified to the Catalogue Team