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LinearRegression(回归分析).doc


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Linear Regression (迴歸分析)
Reference:
1. Seber, G. A. F. (1977). Linear Regression Analysis. Wiley.
2. Sen, A. and Srivastava, M. (1990). Regression Analysis: Theory, Methods, and Applications. Springer.
3. Rao, C. R. and Toutenburg, H. (1999). Linear Models: Least Squares and Alternatives. Second Edition. Springer. (Chapters 1-3)
Contents:
Simple and multiple linear regressions: least squares estimation, maximum likelihood estimation, properties of least squares and maximum likelihood estimators, hypothesis testing, confidence intervals and prediction intervals.
Problems and Remedies - normality, unequal variances, correlated errors, outliers and influential observations, and multicollinearity.
Choosing the best regression: adjusted error mean square, adjusted R

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