STATS 201B

Regression Analysis: Model Building, Fitting, and Criticism

Description: Lecture, three hours; discussion, one hour. Requisites: courses 200A, 201A. Methods of model fitting and parameter estimation, with emphasis on regression and classification techniques, including those from machine learning. Interest in either obtaining suitable conditional expectation function or estimating meaningful parameters of underlying probabilistic model to make inferences or predictions from data. Focus on what is to be done when linear models are not appropriate and may produce misleading estimates. Coverage of classical must know model fitting and parameter estimation techniques such as maximum likelihood fitting of generalized linear models. Exploration of broader regression/classification techniques that have been ubiquitous in machine learning literature, with special attention to regularization and kernelized methods. S/U or letter grading.

Units: 4.0
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