Sumários

Lecture 3

4 Março 2022, 11:00 Rui Paulo

Multiple weighted linear regression: matrix formulation, weighted least squares estimators and properties. Residual sum of squares, coefficient of determination and adjusted R-square. Fitted values. Interpretation of the coefficients: numeric variables and factors; response is on the log scale.


Lecture 2

25 Fevereiro 2022, 11:00 Rui Paulo

Linear regression: general considerations, weighted linear regression. Simple weighted linear regression: estimation via the weighted least squares criterion. Properties of the resulting estimators. Example.


Lecture 1

18 Fevereiro 2022, 11:00 Rui Paulo

Practical aspects of the course.


Data: types of variables, summarizing data graphically and via summary statistics. Statistical models: random and systematic components. Generalized linear models and in which sense they generalize linear regression models.