ISYE 6414 MSA: Regression Analysis
Fall 2015
Instructor
Time/Location
Office
Email
Phone
Office Hours
TA
: Dr. Roshan Joseph Vengazhiyil
: 12:05-01:25 pm MW in IC 109
: 337 Groseclose Building
: roshan@gatech.edu
: 404 894 0056
: M 01:30-02:30 pm or by appointment.
: Mr. Li Gu <lgu@gatech.edu>
Office Hours: Tu 09:00-11:00 am in 445 ISYE main building
Prerequisite: An introductory course in Statistics.
Textbooks:
1. (Required) J. J. Faraway (2015), Linear Models with R, Second Edition, CRC Press.
2. (Optional) J. J. Faraway (2006), Extending the Linear Model with R: Generalized
Linear, Mixed Effects, and Nonparametric Regression Models, CRC Press.
Software: R
Course Outline: Selected topics from
1. Linear regression: estimation, inference, prediction, explanation, diagnostics,
problems with predictors, problems with the error, transformation, model selection,
shrinkage methods, and categorical predictors.
2. Advanced regression methods: nonlinear regression, generalized linear models, and
nonparametric regression.
Grading: (exam dates are tentative)
Homework
: 20%
Exam 1
: 20% (September 23, 2015)
Exam 2
: 20% (October 28, 2015)
Final Exam : 30% (December 11, 2015)
Project
: 10% (Report due: Nov 25; presentation: Nov 30-Dec 02, 2015)
GT Honor code: Please visit www.honor.gatech.edu and make yourself familiar with the
GT honor code. For homework, you are allowed to work together, as long as you write up
and turn in your own solutions including the computer programs.