**Professor JOEL
OWEN**

**B90.3302**

**Statistical Inference and Regression Theory**

**office****:**
Room 8-63 KMC

**tel**: 212- 998 -0446

**e-mail**: jowen@stern.nyu.edu

**fax**: 212-995-4003

**office hours**: 5:00 to 6:00 T or
by appointment

**class meeting**: Tuesday from 6:00 p.m
until 8:50 p.m in Room ? KMC

**first class**: January 16, 2001

**text**: There will be two books that
will be used in the course. The first is Introduction to Mathematical
Statistics (MS) by R.V. Hogg and A.T. Craig, 5th edition, 1995, Prentice Hall
and the second is Regression Analysis (RA) by A.Sen and M. Srivastava, 1990,
Springer-Verlag.

**grading policy**: There will be a
midterm examination as well as a final examination. There will also be a weekly
assignment to be handed in on time. Late assignments will not be accepted. Since
the working of problems is critical to the understanding of the material, your
effort toward the timely submission of assignments will contribute to your
grade. The midterm and the final grades will each count for 40% toward the
course grade with the weekly assignments contributing the remaining 20%. There
will be no makeup examinations except with special arrangements made under
extremely special circumstances.

**prerequisites: **The prerequisite for the
course is Introduction to Probability (B90.3301). It is also assumed that the
student is reasonably comfortable with matrix algebra and calculus. These
skills are essential for the course.

## SYLLABUS

## I.
Estimation

## (MS) Chapter 6: sections 6.1 to 6.3

## II.
Sufficient
Statistics

## (MS) Chapter 7: sections 7.2 and 7.3

## III.
Estimation (cont.)

## (MS) Chapter 8: sections 8.2 and 8.3

## IV.
Statistical Tests

## (MS) Chapter 6: sections 6.4 to 6.6 and
Chapter 9: sections 9.1 to 9.3

## V.
Simple Regression

## (RA)
Chapter 1: sections 1.1 to 1.10

## VI.
Multiple Regression

## (RA) Chapter 2: sections 2.1 to 2.11

## VII.
Tests

## (RA) Chapter 3: sections 3.1, 3.2, 3.5, 3.6, and 3.8

## VIII.
Indicator Variables

## (RA) Chapter 4: 4.1 to 4.4

## IX.
Violation of Basic Assumptions

##
(RA) Selections from chapters 5 through 9

## X.
Multicollinearity

##
(RA) Chapter 10: sections 10.1 to 10.3

## XI.
Variable Selection

## (RA) Chapter 11: sections 11.1, 11.2.1,
11.3.1, 11.3.2, and 11.4

## THERE MAY BE
MODIFICATIONS IN THIS SYLLABUS DUE TO TIME OR OTHER CONSTRAINTS

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