BIOS 7345 – Advanced Regression Analysis

Announcements: Please note that a problem previously appearing on Problem Set 3 has now been replaced by two smaller problems; this affects the numbering of the remainder of the problems (updated below, in the document, and on the syllabus).

Syllabus: The Fall 2023 syllabus can be found here.

Lecture notes: The lecture notes for this course are posted here. They are not to be copied without permission of the instructor.

# Topic Slides
1 Review of linear algebra Link
2 Random vectors and matrices Link
3 Ordinary least squares (full-rank) Link
4 Ordinary least squares (rank-deficient) Link
5 Weighted least squares Link
6 Hypothesis testing Link
7 Analysis of variance (ANOVA) Link
8 Model misspecification Link
9 Confidence regions and prediction Link
10 Diagnostics Link
11 Regularization Link
12 Exponential families Link
13 Generalized linear models Link
14 Sandwich and bootstrap methods Link
15 Overdispersion and quasi-likelihood Link
16 Hypothesis testing for GLMs Link
17 Diagnostics for GLMs Link
18 Further notes on binary outcomes Link
19 Receiver operating characteristic regression Link
20 Categorical and ordinal outcomes Link
21 Cumulative probability models Link

Problem sets: This year’s collection of problems can be found here. Problems will be due in batches (see schedule below). Certain problems are marked as optional for students on the MS-terminal track (although MS students should at least read the questions and follow along if we spend time discussing solutions in class); MS students can elect to complete these problems and turn them in with their homework assignments for a modest amount of extra credit.

# Due date Assigned MS-Optional
1 09/01 1-6 6
2 09/07 7-15 14
3 09/14 16-19
4 09/21 20-21
5 09/28 22-25
6 10/05 26, 27, 29, 30 27
7 10/12 31-33 32
8 10/26 34-38 35
9 11/02 39-42
10 11/16 43-46 43
11 11/30 47-49
12 12/07 50-52

Theorems and lemmas: A document of theorems and lemmas can be found here.

Data: Data sets and documentation can be found here (you will need the password).

Lecture recordings: This year’s lecture recordings can be found here (you will need the password).

Exams: This year’s exams will be posted here, along with their keys.

Description Exam Key
Midterm (2023) Link Link
Final (2023) Link Link