Introductory statistics


Stat-UB.003 Regression and forecasting

Course description

The objective of this course is to introduce students to the basic statistical techniques that are widely used in business and other fields. In particular, considerable attention will be devoted to the technique of regression analysis, which is a useful and powerful technique for modeling the relationships between variables of interest.

Syllabus

Full syllabus here: pdf

Background material on topics prerequisite to this course, including lecture notes and a variety of textbook references, is available on the course page for Stat-UB.103.

Assignments

  • To be posted.

Lecture notes

Reading/textbook references

These references are generally good, and some parts of them closely match the material we are covering.

Specific chapter or section references for various topics are as follows.

  • Estimation: LSR 10; IDS 32-33; OIS 4.1-2; FPP 21, 23-24.
  • Intervals and hypothesis tests: MD Appendix B; LSR 10.5, 11, 13; OIS 4.2-5, 5.1-4, 6.1-2,4-6; IDS 34, 38; FPP 26-29.
  • Covariance and simple regression: MD 6; LSR 5.7, 15.1-2,4,6,8,9; OIS 7; FPP 8-12.
  • Multiple regression: MD 7; LSR 15.3,10; OIS 8.1-3.

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