Learning Outcomes
The students, taking into account experimental data, to be able to find a suitable model of the problem, recognizing which of the variables are the explanatory ones and which is the response. To be able to estimate the regression coefficients and study properties of the prediction model. To be able to choose which of the explanatory variables are most important so as to propose a restricted model. To make hypotheses tests for the parameters of the model and to estimate confidence intervals for various significance letters. In the case of several variables to be able to apply various criteria for finding the best prediction model. To be able to study the problem with the analysis of variance method, also, and to compare the two methods.
All the above to be able to perform even by hand and by computer using appropriate statistical packages.
Course Content (Syllabus)
Theory: Simple and multiple linear regression (estimate of parameters, confidence intervals of estimators, hypotheses tests, determination coefficient, repeated measurements). Choice of Variables (multicollinearity, restricted model, criteria of choice of the best model). Transformations of variables (Dummy variables, weighted least squares method). Analysis of variance with one and two factors (finding of ANOVA table, equivalence with regression, parameters' estimation, graphical methods), the general factorial experiment.
Laboratory: Use of statistical package R. Introduction to the basics of R and study of its possibilities for descriptive statistics and graphical illustration. The regression and analysis of variance routines of R are studied. The laboratorial courses is obligatory. Ranked only those who have followed the 70% of the laboratory courses.
Keywords
regression, analysis of variance, least squares method, dummy variables, restricted model
Additional bibliography for study
Morris H. DeGroot, Mark J. Schervish. Probability and Statistics
Montgomery Douglas C.,Runger George C.(2003). Applied Statistics and Probability for Engineers
Trosset Michael W. (2008). An Introduction to Statistical Inference and Its Applications with R
Καρακώστας, ΚΞ Γραμμικά μοντέλα, Παλινδρόμηση, Ανάλυση Διακύμανσης
Φωκιανός, Κ. Θεωρία των γραμμικών μοντέλων