MAT 4380 Advanced Regression
3 units
Mathematics
Faculty of Science
Topics in linear regression: influential values, high leverage points, model selection, model comparison. Regularization methods: ridge regression, lasso regression. Robust regression: outlier, breakdown point, influence function, M-estimators. Non-parametric regression and smoothing methods: kernel regression, local polynomials, smoothing splines. Additional topics at instructor’s discretion.
Components:
Lecture
Requirements:
Prerequisite: MAT 3375 .
Previously Offered Terms:
Winter
French Equivalent:
Organized
22 responses
4.86
/ 5
Clear Expectations
23 responses
4.78
/ 5
Learned a Lot
23 responses
4.74
/ 5
Fair Assessments
23 responses