Advanced Regression Analysis
Please note that this module is not available to those who have taken or are taking Generalised Linear Models
This module is to teach students how to derive, from first principles and using matrix algebra, theoretical results relating to fitting regression models by least squares, local least squares or maximum likelihood approach, how to select a regression model to fit a given data set and carry out related statistical inferences using appropriate computer software.
At the end of the module you should
N. R. Draper and H. Smith, Applied Regression Analysis, Wiley (1966, 1981, 1998)
S. Chatterjee and B. Price, Regression Analysis by Example, Wiley (1977, 1991, 1999).
P. McCullagh, J . Nelder, Generalized Linear Models, Second Edition. Boca Raton: Chapman and Hall/CRC (1989).
Fan, J. and Gijbels, I. Local Polynomial Modelling and its Applications (341pp). Chapman and Hall, London (1996).
Two hours closed examination week 1 Spring Term 90%
This module is not available as an elective.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD