Navigation

MA4710
Regression Analysis
College of Science and Arts
Summer 2020

Print Button

M
A
4
7
1
0

Instructor Information

Ray Molzon

E-mail address: remolzon@mtu.edu
Office Hours: TBA, via Zoom (Zoom meeting ID: 643-373-460)

Course Identification

Course Number: MA4710
Course Name: Regression Analysis
Prerequisites: MA5701

Course Description

In this course you will be introduced to the concept of a linear model, and explore common methods used to implement the construction of a linear model. Particularly, you will learn:

  • How to fit a multiple regression model and perform statistical inferences on coefficients from that model.
  • How to employ popular tools for checking the assumptions underlying said inferences.
  • How to take steps to address any violated assumptions.

There is little emphasis on the mathematical theory upon which these methods rest, but rather the focus will be on implementing the necessary computations with appropriate software. The programming language R will be heavily used throughout the course.

Course Resources

Course Website(s)

Required Course Text

  • Chatterjee, S. & Hadi, A. S. (2012). Regression analysis by example (5th edition). John Wiley & Sons, Inc.

You should have already downloaded and installed the R programming language and RStudio from these sites:

Piazza: Your instructor will also make use of Piazza to provide supporting discussions each week and group collaboration for your final project. Be sure to review the Weekly Collaborative Discussion Space: Piazza in Week 1. Review the Welcome to Piazza page and review the discussion topics for each week.

Please also read the Meet Your Instructor & Course Introduction page in Week 0 of the course for further materials suggestions.

Student Success Support

Milana Tarbuk, Student Success Advisor

Email: Milana.Tarbuk@onlinedegrees.mtu.edu

  • Phone: 906.275.2035 (9 a.m. to 6 p.m. EST)
  • Text: 906.214.2734 (9 a.m. to 6 p.m. EST)

Course Learning Objectives

Upon successful completion of this course, students will be able to:

  • Fit a multiple regression model using the R programming language.
  • Effectively communicate a summary of a linear regression analysis.
  • Assess the linear regression model assumptions from a given set of data.
  • Implement corrective measures to address any violated assumptions in a linear regression model.

Grading Scheme

Letter Grade

A

AB

B

BC

C

CD

D

F

Percentage

90% & above

85% > 90%

80% > 85%

75% > 80%

70% > 75%

65% > 70%

60% > 65%

59% and below

Grade points/credit

4.00

3.50

3.00

2.50

2.00

1.50

1.00

0.00

Rating

Excellent

Very good

Good

Above average

Average

Below average

Inferior

Failure

I - Incomplete; given only when a student is unable to complete a segment of the course because of circumstances beyond the student’s control.

X - Conditional, with no grade points per credit; given only when the student is at fault in failing to complete a minor segment of a course, but in the judgment of the instructor does not need to repeat the course. It must be made up by the close of the next semester or the grade becomes a failure (F). A (X) grade is computed into the grade point average as a (F) grade.

Grading Policy

Please read the Meet Your Instructor & Course Introduction page in Week 0 of the course for further explanation of graded work in this course.

Grades will be based on the following:

Quizzes

Project Submissions

Peer Reviews

Final Exam

Percentage of Final Grade

30%

30%

10%

30%

100%

Late Assignments

Homework assignments can be accepted up to two days past their deadlines, with a penalty of 20% for each day past day 7 that they are submitted.

You might be able to submit assignments past their due date without a late penalty upon prior approval by your instructor, but such approvals will be a rare exception to the rule.

Course Policies

We are all members of an academic community where it is our shared responsibility to cultivate a climate where all students/individuals are valued and where both they and their ideas are treated with respect.

Academic Integrity Rules

Students may discuss homework assignments (if authorized), but are expected to individually work/write/solve any and all submitted work. All authorized resources used, including but not limited to internet sites (i.e. Chegg, Study Soup, Course Hero, etc.), should be appropriately cited. Please restrict all use of cell phones and/or other electronic devices during class to course-related activities. The focus of class time should be interaction between students, and with the instructor. Any other unauthorized activities are likely to be distracting to other students and the instructor. Please make sure to bring a calculator with you to class, so you can be appropriately prepared for assignments and/or exams. Calculators on other devices (computers, phones, etc.) are not allowed to ensure students do not communicate with others during exams. Because it’s important to everyone at Michigan Tech that academic standards be maintained, academic misconduct may result in an appropriate conduct sanction/educational condition(s) imposed by the Office of Academic and Community Conduct and/or in an academic penalty (lower grade/failing grade) imposed by the faculty.

For more details on academic integrity, please check the Academic Integrity Policy of Michigan Tech.

University Policies

Student work products (exams, essays, projects, etc.) may be used for purposes of university, program, or course assessment. All work used for assessment purposes will not include any individual student identification.

Michigan Tech has standard policies on academic misconduct and complies with all federal and state laws and regulations regarding discrimination, including the Americans with Disabilities Act of 1990. For more information about reasonable accommodation for or equal access to education or services at Michigan Tech, please call the Dean of Students Office (906) 487- 2212) or go to University Policies for Course Syllabi.

Course Schedule

Week 1

Week 1, Day 4

Week 1, Day 5

Week 1, Day 6

Week 1, Day 7

Read

  • Chapter 1
  • Sections 2.1-2.12

Lesson 1.1: Terminology of Linear Regression
Lesson 1.2: Matrix Computations in R
Lesson 1.2.1: Matrix Computations Exercise
Lesson 1.3: Covariance and Correlation
Lesson 1.4: Simple Linear Regression Model
Lesson 1.5: Statistical Inference in Simple Linear Regression

Project Part 0: Find a Data Set

Week 1 Discussion: Your Data Set

Week 1 Quiz 1
Week 1 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 2

Week 2, Day 4

Week 2, Day 7

Read:

  • Sections 3.1-3.12

Lesson 2.1: Multiple Regression Model
Lesson 2.2: Properties of Multiple Regression
Lesson 2.3: Statistical Inference in Multiple Linear Regression
Lesson 2.4: Hypothesis Testing in Multiple Linear Regression
Lesson 2.4.1: Excercises: Hypothesis Testing in Multiple Linear Regression

Project Peer Reviews: Multiple Regression
Week 2 Quiz 1
Week 2 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 3

Week 3, Day 4

Week 3, Day 5

Week 3, Day 7

Read:

  • Sections 4.1-4.7, 4.8, 4.11-4.13

Lesson 3.1: Assumptions Behind Linear Regression
Lesson 3.2: Residual Plots
Lesson 3.3: Outliers, High-Leverage Points, and Influential Observations
Lesson 3.4: Effects of Additional Predictors

Project Instructor Submission: Multiple Regression

Project Peer Reviews: Regression Diagnostics
Week 3 Quiz 1
Week 3 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 4

Week 4, Day 4

Week 4, Day 5

Week 4, Day 7

Read:

  • Sections 5.1-5.7

Lesson 4.1: Categorical Variables as Predictors
Lesson 4.2: Interaction Terms
Lesson 4.3: Other Applications

Project Instructor Submission: Regression Diagnostics

Project Peer Reviews: Categorical Variables as Predictors
Week 4 Quiz 1
Week 4 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 5

Week 5, Day 4

Week 5, Day 5

Week 5, Day 7

Read:

  • Sections 6.1-6.10
  • Sections 7.1-7.4

Lesson 5.1: Transformations to Achieve Linearity
Lesson 5.2: Transformations to Address Heteroscedasticity
Lesson 5.3: Logarithmic and Power Transformations
Lesson 5.4: Weighted Least Squares

Project Instructor Submission: Categorical Variables as Predictors

Project Peer Reviews: Transformations and Weighted Least Squares
Week 5 Quiz 1
Week 5 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 6

Week 6, Day 4

Week 6, Day 5

Week 6, Day 7

Read:

  • Sections 9.1-10.3

Lesson 6.1: Detecting Collinearity
Lesson 6.2: Principal Components
Lesson 6.3: Principal Component Regression

Project Instructor Submission: Transformations and Weighted Least Squares

Project Peer Reviews: Collinearity
Week 6 Quiz 1
Week 6 Quiz 2
Reminder: Check this week's Piazza discussion topic

Week 7

Week 7, Day 4

Week 7, Day 5

Week 7, Day 7

Read:

  • Sections 11.1-11.10, 11.15

Lesson 7.1: The Problem of Variable Selection
Lesson 7.2: Criteria for Evaluating a Model
Lesson 7.3: Model Selection Procedures
Practice Exam

Week 7 Quiz 1
Week 7 Quiz 2
Project Instructor Submission: Collinearity

Final Exam

Library

Many useful resources are available at the J. Robert Van Pelt and John and Ruanne Opie Library.

Technical Support

Michigan Tech IT is available Monday - Friday from 8:00 am - 5:00 pm.

Additionally, support can be obtained from Michigan Tech's Support Channels.