MATH 11400 	Statistics 1	2008-09
4. Linear regression & Least squares estimation

Aims | Objectives | Reading | Handouts & Problem Sheets | Questions | Links

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Aims

In this section we provide a brief introduction to the ideas and methods of simple linear regression.

Objectives

The following objectives will help you to assess how well you have mastered the relevant material. By the end of this section you should be able to:


Suggested Reading

RiceChapter 14 Section 14.1 Linear Least Squares - Introduction
Section 14.2 Simple Linear Regression


Handouts and Problem Sheets

Copies of Handouts, Problem Sheets and Solution Sheets for the unit will be made available each week on the Statistics 1 course pages on
Blackboard.


Questions - set this week

PROBLEM SHEET 4 -- Question 1, 2, 3


Interesting links

There are a number of nice linear regression applets that will help develop your understanding of various aspects of the subject.

For example:
(i) the
Rice University site has an applet which lets you draw on estimated regression lines and see the corresponding value of the residual sum of squares, so you can try and guess where the best fitting line goes.
(ii) the California State University site has applets which let you mark the location of ordered pairs (X,Y), and then determines the equation of the regression line and graphs it.

Note that I have no control over the content or availability of these external web pages. The links may be slow to load, or may sometimes fail altogether - please email me to report if a link goes down. Similarly applets may be slow to load or run, but beware that you may experience problems if you try to exit them before they have finished loading.


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Dr E J Collins,
Department of Mathematics,
University of Bristol, Bristol, BS8 1TW, UK
Email: E.J.Collins@bristol.ac.uk
Telephone: +44 (0) 117 928 7977; Fax: +44 (0) 117 928 7999