Advanced Regression Analysis – IOM 529, Spring 2011
University of Southern California, Marshall School of Business
Professor:
Office:
Phone:
Email:
Dawn Porter, PhD
Bridge 400 C
213-821-2599
dawn.porter@marshall.usc.edu
Office hours: Wednesdays, 12:30 – 1:30 PM
and by appointment
Class: M/W
2:00 – 3:20 PM in JKP 210
Course goals: Students completing this course will have a detailed understanding of Multiple Regression,
Analysis of Variance, and other Data Aggregation methods. Advanced Multiple Regression Analysis,
Survey Analysis, ANOVA testing for Marketing-type applications, and several Times Series Analysis
methods will be covered. Practical problems in estimating and testing all of the above will be discussed
using various computer software packages. Focus will be placed on applications to Finance and Marketing,
although other fields also benefit from the procedures we will cover.
Prerequisites: Intermediate level course in statistical methods (GSBA 524 or 506 or equivalent) covering
the basics of statistical inference, confidence intervals, and univariate tests and techniques. In order to keep
the class moving at a decent pace, I will have a couple days of review solidifying the Simple Regression
concepts you should have covered in your prior course. I will then hand out a “practice test” covering the
relevant basics that you should have mastered before beginning this course. It will be turned in, but not
counted for a grade; the results will be used by me only to measure where the class is as a whole. If you feel
that you do not have a sufficient grasp of these concepts, please come see me and we will figure something
out!
Textbook: Gujarati and Porter (4th ed.) 2009, Essentials of Econometrics, McGraw Hill Irwin.
Software: We will mainly be using Minitab to perform the Regression Analyses procedures. This will be
available in the MSB Lab and through the Citrix virtual network. There is also a student version available
free for 30 days from the Minitab website: www.minitab.com. This version has some size and functionality
limitations, but should be sufficient for the requirements of the course. If you are not familiar enough with
Minitab, I will post a Minitab Usage & Guidelines handout available on the course Blackboard site.
Requirements:
Three Homework Assts (5% each)
Take-Home Midterm Exam
Final Project
Take-Home Final Exam
Attendance & Participation
15%
25%
25%
30%
5%
Mid-Semester and Final Projects: Each student will work with a group and acquire data sets of interest.
You will plan, carry out, and report on a complete regression analysis of your data (for the mid-semester
project) and another multivariate analysis (for the final project). More on these projects will be discussed
later.
Professor Dawn Porter
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TENTATIVE COURSE SCHEDULE – IOM 529
Week
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Date
Topic
Reading
1/10
1/12
1/17
1/19
1/24
1/26
1/31
2/2
2/7
2/9
2/14
2/16
2/21
2/23
2/28
3/2
3/7
3/9
3/14
3/16
3/21
3/23
3/28
3/30
4/4
4/6
4/11
4/13
4/18
4/20
4/25
4/27
5/3
Introduction/Review
Review of Hypothesis Testing
Holiday
Two Sample Testing
Regression Review I
Regression Review II – Transformations
LAB DAY: Room BRI 202A
Logistic Regression I
Weighted Least Squares I
Weighted Least Squares II
LAB DAY: Room BRI 202A
Autocorrelation
Holiday
Time Series I
Time Series II
Review
LAB DAY: Room BRI 202A
NO CLASS
SPRING BREAK
SPRING BREAK
Panel Data Analysis
Panel Data Analysis II
Chi Square Analysis
Simultaneous Equations
Time Series III
LAB DAY: Room BRI 202A
Time Series IV
One-Way ANOVA
Two Factor Experiments
Randomized Block Designs
LAB DAY: Room BRI 202A
Final Project due/Short presentations
Take-Home FINAL due
Appendix D
Appendix D
Professor Dawn Porter
Due/Other
Class Slides
Chapters 2 & 3, 4.1 – 4.7
Chapter 5
Chapter 12.6
Chapter 9
Chapter 9
HW 1 due
Chapter 10
Chapter 10
Chapter 10
HW2 due
Midterm
Class Handout
Class Handout
Class Slides
Chapter 11
Chapter 12
Class Slides
Chapter 12
Class Slides
Class Slides
Class Slides
Final Project due
HW3 due
Final Project due
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