Course Detail

Applied Regression Analysis (41100)

Course Description by Faculty

  • Toulis (Panos), Panagiotis
  • Content

    For the full-time sections on Wednesday, the faculty member plans to deliver the lectures in person. Tuesday's evening section will be fully remote.

    To understand how price affects sales one idea is to model average sales as a function of price. This is regression, a powerful and widely used data analysis technique, and also the topic of this course. Students will learn how to use regression to analyze a variety of complex real-world problems, with the aim of understanding data and predicting future events. Focus is placed on understanding of fundamental concepts and implementation issues in a programming language (R, or alternative). Real-world examples are used throughout to illustrate application of the techniques. Topics covered include: (i) linear regression; (ii) multiple linear regression; (iii) model checking and selection; (iv) generalized linear models (e.g. logistic regression); (v) time series models and forecasting; (vi) causal inference. This course emphasizes the practical applications of regression, and so it has a heavy programming component applied on a diverse set of real-world examples.

  • Prerequisites

    Business 41000 or familiarity with the topics covered in Business 41000. This course is only for students with a basic background in statistics, and preferably some prior exposure to linear regression.

  • Grades

    Based on homework assignments (groups allowed), a midterm exam, and a final exam. Cannot be taken pass/fail.

    This year, the students will be allowed to work on a data analysis project of their choosing. The grade for this project will not count towards the final grade, but students will have the option to swap this grade with a grade from one HW. This is all optional.

    • No pass/fail grades

  • Syllabus
  • Autumn 2022Section: 41100-01W 8:30AM-11:30AMHarper CenterC07In-Person Only
  • Autumn 2022Section: 41100-02W 1:30PM-4:30PMHarper CenterC07In-Person Only
  • Autumn 2022Section: 41100-81T 6:00PM-9:00PMLocation: TBDRemote-Only
Description and/or course criteria last updated: August 30 2022