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Main
UQU Programs
Actuarial Science and Financial Mathematics

Regression Analysis

MTH3605
3 hours English

Regression Analysis

Regression Analysis
MTH1401 Linear Algebra 1
3 hours One requisite
MTH2601 elementary of Statistics and Probability
3 hours No requisites
1 Introduction to regression
2 Simple linear regression model(SLR) / Least-squres estimation of the prameters. / Hypothesis testing on the slope and intercept. / Interval estimation in simple linear regression. / Prediction of new observations
3 Muliple linear regression (MLR) / Estimation of the model parameters / Hypothesis testing in multiple linear regression. / Confidence interevals in multiple regression / Prediction of new observations. / Multicollinearity
4 Model adequacy checking / Introduction / Residual analysis / Detection and treatment of outliers
5 Transformation and weighting / Introduction / Variance-stabilizing transformations / Transformations to linearize the model / Analytical methods for selecting a transformation / Generalization and weighted least squares
6 Polynomial regression models / Polynomal models in two or more variables
7 Indicator variables / General concept of indicator variables
8 Muticollinearity / Introduction / Sources of multicollinearity / Effects of multicollinearity / Multicollinearity dignostics
9 Variable selection and model building
1.1 Mapped to: K1

Explain the fundamental principles of regression analysis including linear and multiple regression.

Teaching Strategy Lecture Tutorials Individual or group work
Assessment Methods Quizzes Midterms Final exam
1.2 Mapped to: K3

Develop and describe the the basic mathematical steps in fitting regression statistical model by assessing their assumptions, goodness-of-fit, and predictive accuracy.

Teaching Strategy Lecture Tutorials Individual or group work
Assessment Methods Quizzes Midterms Final exam
2.1 Mapped to: S1

Identify, formulate, and solve problems involving relationships between variables using regression analysis techniques.

Teaching Strategy Problem solving strategy
Assessment Methods Quizzes Midterms Final exam
2.2 Mapped to: S2

Evaluate data, models, and results to ensure accuracy and reliability in their analyses.

Teaching Strategy Problem solving strategy
Assessment Methods Quizzes Midterms Final exam
2.3 Mapped to: S3

Effectively communicate the results of regression analyses through clear interpretation and presentation of findings.

Teaching Strategy Problem solving strategy
Assessment Methods Quizzes Midterms Final exam
3.1 Mapped to: V1

Collaborate effectively both independently and in terms on actuarial science-related issues, while demonstrating a commitment to lifelong learning.

Teaching Strategy Discussion and dialogue Critical thinking
Assessment Methods Quizzes Midterms Final exam
3.2 Mapped to: V2

Maintain confidentiality, comply with internal processes and professional standards, and effectively manage conflicts of interest within actuarial disciplines.

Teaching Strategy Discussion and dialogue Critical thinking
Assessment Methods Quizzes Midterms Final exam
Assessment
Weight
Homeworks, Quizzes, Mini projects
20%
Midterm
30%
Final Exam
50%
Total
100%