STAR Notes

Simulation, Theory, and Application of Regression

Author
Affiliation

Dr. Devan Becker

Wilfrid Laurier University

Published

2024-07-24

Introduction

About This Course

This book contains the course notes for the Spring 2024 offering of ST362 Regression Analysis, based on the following sources:

  • Applied Regression Analysis, 3rd edition, by Draper and Smith
    • A PDF of this textbook is available through the WLU library
  • Introduction to Linear Regression Anaysis, 2nd edition, by Montgomery and Peck
    • This textbook is excellent but expensive, and I am striving to use free and OER materials.
  • The online course notes from Stat 501 at Penn State.

About This Book

This book is a living document. Expect changes throughout each semester that I teach!

Some features:

  • The GitHub logo takes you to the repo for this book. Feel free to fork and adapt as you please (under the CC BY-SA 4.0 license).
  • The little toggle next to the logo puts this into night mode. Try it out!
  • Each lecture had a “Jam”, where I played music at the start of class that related to a particular slide. When that slide showed up, a student would say “That’s my Jam!” and I would throw chocolate at them.
    • The jams are still there, and you may wish to listen to them while reading!

This book is very much a work in progress. There are missing sections and typos. I am working on adding speaker notes to the slides, which will show up as text in this book.

I am also working on a major re-write of the first few chapters to walk through the concepts in a better order. In particular, I would like to stay in simple linear regression for a lot longer, demonstrating correlation, Cook’s distance, correlation between \(\hat\beta_0\) and \(\hat\beta_1\), etc., then moving into binary and categorical predictors as a first step into multiple regression, polynomial as a second step, then a lecture demonstrating that all of these concepts generalize into multiple dimensions.

This is a quarto book based on my lecture slides. The “Lectures” are quarto files that were rendered into beamer PDF slides. I have included the configs to render the slides. To re-create my slides, you can use the code:

quarto render L01-Introduction.qmd

Alternatively, you can hit Cmd-Shift-K (Ctrl-Shift-K on Linux and other operating systems) inside VSCode or Rstudio to render the slides into a presentation.

To render the whole book (as html), use:

quarto render --profile book

The --profile argument tells Quarto to use the configuration in the file _quarto-slides.yml. I have added speaker notes in a notes environment, which means that the notes will appear in the book but not the pdf slides.

Creative Commons License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 Unported License.