# Regression analysis

By Prof. Soumen Maity   |   IISER PUNE
Learners enrolled: 1725

Regression analysis is one of the most powerful methods in statistics for determining the relationships between variables and using these relationships to forecast future observations. The foundation of regression analysis is very helpful for any kind of modelling exercises. Regression models are used to predict and forecast future outcomes.  Its popularity in finance is very high; it is also very popular in other disciplines like life and biological sciences, management, engineering, etc.  In this online course, you will learn how to derive simple and multiple linear regression models, learn what assumptions underline the models, learn how to test whether your data satisfy those assumptions and what can be done when those assumptions are not met, and develop strategies for building best models. We will also learn how to create dummy variables and interpret their effects in multiple regression analysis; to build polynomial regression models and generalized linear models.

INTENDED AUDIENCE: B.Sc, M.Sc, B.Tech, M.Tech
PREREQUISITES:          Probability and Statistics
INDUSTRY SUPPORT:   It will be recognized by several industries & academic institutes

Summary
 Course Status : Completed Course Type : Elective Duration : 12 weeks Start Date : 29 Jul 2019 End Date : 18 Oct 2019 Exam Date : 16 Nov 2019 IST Category : Mathematics Credit Points : 3 Level : Postgraduate

### Course layout

Week 1: Simple Linear Regression (Part A, B, C)
Week 2: Simple Linear Regression (Part D, E)
Week 3: Multiple Linear Regression (Part A, B, C)
Week 4: Multiple Linear Regression (Part D)
Selecting the best regression equation (Part A, B)
Week 5: Selecting the best regression equation (Part C, D)
Week 6: Multicollinearity (Part A, B, C)
Week 7: Model Adequacy Checking (Part A, B, C)
Week 8: Test for influential observations
Transformations and weighting to correct model inadequacies (Part A)
Week 9: Transformations and weighting to correct model inadequacies (Part B, C)
Week 10: Dummy variables (Part A, B, C)
Week 11: Polynomial Regression Models (Part A, B, C)
Week 12: Generalized Linear Model (Part A, B)
Non-Linear Estimation

### Books and references

1.Draper, N. R., and Smith, H. (1998), Applied Regression Analysis (3rd ed.), New York: Wiley.
2.Montgomery, D. C., Peck, E. A., and Vining, G. (2001), Introduction to Linear Regression Analysis (3rd ed.), Hoboken, NJ: Wiley.

### Instructor bio

Prof. Soumen Maity
is an Associate Professor of Mathematics at Indian Institute of Science Education and Research (IISER) Pune. He received a PhD from theTheoretical Statistics & Mathematics Unit at  Indian Statistical Institute (ISI) Kolkata, India in 2002. He has postdoctoral experience from Lund University,Sweden; Indian Institute of Management (IIM) Kolkata, India; and University of Ottawa, Canada. Prior to joining IISER Pune in 2009, he worked as Assistant Professor at IIT Guwahati and IIT Kharagpur.

### Course certificate

• The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centers.
• The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
• Date and Time of Exams: 16th November 2019, Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
• Registration url: Announcements will be made when the registration form is open for registrations.
• The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
• Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE
• Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.
• Exam score = 75% of the proctored certification exam score out of 100
• Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75
• If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.
• Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Madras. It will be e-verifiable at nptel.ac.in/noc.
• Only the e-certificate will be made available. Hard copies are being discontinued from July 2019 semester and will not be dispatched.