Course Plan

Course literature and supplementary reading

• D. Montgomery, E. Peck, G. Vining: Introduction to Linear Regression Analysis. Wiley-Interscience, (6th Edition (2021). ISBN-10: 978-1-119-57872-7. 704 pages or 5th Edition (2012). ISBN-10: 978-1-118-62736-5. 645 pages). Acronym below: MPV (for the 5th edition). 

The textbook MPV can be bought at THS Kårbokhandel, Drottning Kristinas väg 15-19. The book also has a solutions manual. MPV is digitally available via KTHB. 

There are a number of other books that cover the topics of the course, and which we might use during the course. Here are some recommendations, which are all available freely online:

• G. James, D. Witten, T. Hastie, R. Tibshirani: An introduction to Statistical Learning Links to an external site. by the publisher Springer. (Acronym: JWHT)
• A. J. Izenman: Modern Multivariate Statistical Techniques. Regression, Classification, and Manifold Learning Links to an external site. by the publisher Springer. (Acronym: Iz)
• T. Hastie, R. Tibshirani, J. Friedman: The Elements of Statistical Learning Links to an external site.. Springer, 2ed Edition, 2017. (Acronym: HTF)
• T. Hastie, R. Tibshirani, M Wainwright: Statistical Learning with Sparsity: The Lasso and Generalizations Links to an external site. by the publisher Chapman and Hall Books, 2016. (Acronym: HTW)
• Practical regression with R Links to an external site. by Julian R. Faraway (2002) with R-code. Links to an external site. (Acronym: Fa)

 

Preliminary plan of lectures and exercises sessions

• The order of lectures and exercise sessions is subject to change.
• Lecturers and guest lecturers: Alessandro Mastrototaro (AM),  teaching assistants (TA), guest lecturers from If P&C Insurance (If).  
• Problems to be solved during the exercise sessions and recommended exercises to be solved on your own are found here.

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