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DSCI 562: Regression II

Approaches when faced with special conditions in regression, and consequences of ignoring these conditions.

Check out the About page for a description of the course.

Course Learning Objectives

By the end of the course, students are expected to:

  • Describe the risk and value of making parametric assumptions in regression.
  • Fit model functions that represent probabilistic quantities besides the mean.
  • Identify situations where standard linear regression is sub-optimal, and apply alternative regression methods that better address the situation.
  • Link the bias-variance tradeoff to the fundamental tradeoff of machine learning.

Assessments

Deliverable Weight Deadline Submit to...
lab assignment 1 15% February 9, 2019 at 18:00 github.ubc.ca
lab assignment 2 15% February 16, 2019 at 18:00 github.ubc.ca
quiz 1 20% February 25, 2019 from 14:00-14:32 canvas (write in your lab room)
lab assignment 3 15% March 3, 2019 at 15:00 github.ubc.ca
lab assignment 4 15% March 9, 2019 at 18:00 github.ubc.ca
quiz 2 20% March 12, 2019 from 11:00-11:32 canvas (write in DMP 301)

Lecture Schedule

Note: Topics covered are conditional on time available.

Lecture Date Topic
1 2019-02-04 Model functions in regression
2 2019-02-06 Regression on restricted scales: GLM and transformations
3 2019-02-11 Regression beyond the mean
4 2019-02-13 Regression in the presence of outliers: robust regression
5 2019-02-25 Regression on censored response data: survival analysis
6 2019-02-27 Regression on ordinal response data: proportional odds model
7 2019-03-04 Regression when data are missing
8 2019-03-06 Regression in many groups: mixed effects models

If time remains, here are some topics we could cover:

  • Regression in between linear and non-parametric: Generalized Additive Models
  • Copula Regression
  • Non-identifiability

Reference Material

List under construction

  • Julian J. Faraway. Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models, Second Edition (Chapman & Hall/CRC Texts in Statistical Science), 2016.
  • For survival analysis: David G. Kleinbaum, Mitchel Klein (2012) Survival analysis: a self-learning text, 3rd edition
    • Non-technical explanation of survival analysis, with a nice succinct summary along the side of each page.
    • Recommends epidemiological background, but we will avoid those parts.

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