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  Course Description
Course Name : Regression Theory - I

Course Code : ISB-541

Course Type : Compulsory

Level of Course : Second Cycle

Year of Study : 1

Course Semester : Fall (16 Weeks)

ECTS : 6

Name of Lecturer(s) : Assoc.Prof.Dr. MAHMUDE REVAN ÖZKALE

Learning Outcomes of the Course : Apply the multiple linear regression model
Make inference in multiple linear regression
Explain model assumptions
Control the model adequacy
Do residual analysis
Apply required methods in case of model adequacy
Identify influential observations
Explain polynomial regression model
Analyze multiple regression model by using statistical package programs

Mode of Delivery : Face-to-Face

Prerequisites and Co-Prerequisites : None

Recommended Optional Programme Components : None

Aim(s) of Course : To enable students with the ability to do models for multiple regression models and perform the adequacy analysis

Course Contents : Multiple linear regression, model adequacy checking, correcting model inadequacies, diagnostics for leverages and influence, polynomial regression models

Language of Instruction : Turkish

Work Place : Department Seminar Room


  Course Outline /Schedule (Weekly) Planned Learning Activities
Week Subject Student's Preliminary Work Learning Activities and Teaching Methods
1 Multiple regression models, least squares estimates of regression coefficients and properties Reading the related references Lecture, discussion
2 Estimation of the variance of the error, maximum likelihood estiamtion, coefficient of determination, testing the significance of regression Reading the related references Lecture, discussion and using the statistical package programs
3 Hypothesis testing on the individual regression coefficients, test of general linear hypothesis Reading the related references Lecture, discussion and using the statistical package programs
4 Confidence interval in multiple regression, prediciton of new observations Reading the related references Lecture, discussion and using the statistical package programs
5 Extrapolation, standardization of regression coefficients Reading the related references Lecture, discussion
6 Model adequacy checking, residual analysis Reading the related references Lecture, discussion and using the statistical package programs
7 Methods for scaling the residuals, residual graphics Reading the related references Lecture, discussion and using the statistical package programs
8 Mid-term exam Review the topics discussed in the lecture notes and sources Written exam
9 Lack of fit analysis of regression model Reading the related references Lecture, discussion and using the statistical package programs
10 Transformations and weighteing to correct model inadequacies Reading the related references Lecture, discussion and using the statistical package programs
11 Analitical methods to identify the transformations Reading the related references Lecture, discussion and using the statistical package programs
12 Generalized and weighted least squares Reading the related references Lecture, discussion and using the statistical package programs
13 Detection for influential nad leverage observations Reading the related references Lecture, discussion and using the statistical package programs
14 Polynomial models in one variable Reading the related references Lecture, discussion and using the statistical package programs
15 Polynomial models in to or more variables Reading the related references Lecture, discussion
16/17 Final exam Review the topics discussed in the lecture notes and sources Written exam


  Required Course Resources
Resource Type Resource Name
Recommended Course Material(s)  Montgomery, D. C., Peck, E. A., Vining, G. G. (2001), Introduction to Linear Regression Analysis, 3rd edition, John Wiely & Sons Inc.
Required Course Material(s)   Myers R. H. (1990), Classical and Modern Regression with Applications, Duxbury Press.
  Chatterjee, S., Hadi, A. S., Price, B. (2000), Regression Analysis by Example, John Wiley & Sons Inc.


  Assessment Methods and Assessment Criteria
Semester/Year Assessments Number Contribution Percentage
    Mid-term Exams (Written, Oral, etc.) 1 60
    Homeworks/Projects/Others 5 40
Total 100
Rate of Semester/Year Assessments to Success 40
 
Final Assessments 100
Rate of Final Assessments to Success 60
Total 100

  Contribution of the Course to Key Learning Outcomes
# Key Learning Outcome Contribution*
1 Possess advanced level of theoretical and applicable knowledge in the field of Probability and Statistics. 5
2 Conduct scientific research on Mathematics, Probability and Statistics. 5
3 Possess information, skills and competencies necessary to pursue a PhD degree in the field of Statistics. 5
4 Possess comprehensive information on the analysis and modeling methods used in Statistics. 5
5 Present the methods used in analysis and modeling in the field of Statistics. 5
6 Discuss the problems in the field of Statistics. 5
7 Implement innovative methods for resolving problems in the field of Statistics. 4
8 Develop analytical modeling and experimental research designs to implement solutions. 5
9 Gather data in order to complete a research. 3
10 Develop approaches for solving complex problems by taking responsibility. 4
11 Take responsibility with self-confidence. 3
12 Have the awareness of new and emerging applications in the profession 2
13 Present the results of their studies at national and international environments clearly in oral or written form. 0
14 Oversee the scientific and ethical values during data collection, analysis, interpretation and announcment of the findings. 5
15 Update his/her knowledge and skills in statistics and related fields continously 0
16 Communicate effectively in oral and written form both in Turkish and English. 0
17 Use hardware and software required for statistical applications. 5
* Contribution levels are between 0 (not) and 5 (maximum).

  Student Workload - ECTS
Works Number Time (Hour) Total Workload (Hour)
Course Related Works
    Class Time (Exam weeks are excluded) 14 3 42
    Out of Class Study (Preliminary Work, Practice) 14 4 56
Assesment Related Works
    Homeworks, Projects, Others 5 5 25
    Mid-term Exams (Written, Oral, etc.) 1 5 5
    Final Exam 1 10 10
Total Workload: 138
Total Workload / 25 (h): 5.52
ECTS Credit: 6