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ST211      Half Unit
Applied Regression

This information is for the 2024/25 session.

Teacher responsible

Dr Sara Geneletti

Availability

This course is compulsory on the BSc in Data Science, BSc in Mathematics, Statistics and Business and BSc in Politics and Data Science. This course is available as an outside option to students on other programmes where regulations permit. This course is not available to General Course students.

Specifically the course is available to Accounting and Finance students who have taken ST102.

This course cannot be taken with ST201 Statistical Models and Data Analysis.

Pre-requisites

Students who have no previous experience in R are required to complete an online pre-sessional R course from the Digital Skills Lab before the start of the course (https://moodle.lse.ac.uk/course/view.php?id=7745)

Students must have completed one of the following two combinations of courses: (a) ST102, or (b) ST109 and EC1C1. Equivalent combinations may be accepted at the lecturer’s discretion.

Course content

Statistical data analysis in R covering the following topics: Simple and multiple linear regression, Model diagnostics, Detection of outliers, Multicollinearity, Introduction to GLMs.

Teaching

This course will be delivered through a combination of classes and lectures (both or either of which maybe held online) totalling a minimum of 30 hours across Winter Term. This course includes a reading week in Week 6 of Winter Term in which a the students work independently on a mini-project (no lectures).

Formative coursework

Regular Moodle quizzes.

Indicative reading

  1. Gelman and Hill, Data analysis Using Regression and Multilevel/Hierarchical models (CUP, 2007) First part.
  2. Neter, J., Kutner, M., Nachtsheim, C. and Wasserman, W. Applied Linear Statistical Models, McGraw-Hill, Fourth Edition. (2004).
  3. Abraham, B. Ledolter, J. Introduction to Regression Modelling, Thomson Brooks Cole. (2006).
  4. S. Weisberg Applied Linear Regression, Wiley, 3rd edition. (2005)(intermediate).
  5. Fox (2016) Applied Regression Analysis and Generalized Linear Models.

Assessment

Project (55%) and project (35%) in the ST Week 2.
Coursework (10%) in the WT Week 6.

10%: A group work mini-project to be handed in at the end of reading week (LT week 8)

55%: A group work multiple linear regression project to be handed in by the second week of the ST

35%: An individual logistic regression project to be handed in at the same time as the group project in the second week of the ST.

Key facts

Department: Statistics

Total students 2023/24: 90

Average class size 2023/24: 23

Capped 2023/24: Yes (90)

Value: Half Unit

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Personal development skills

  • Self-management
  • Problem solving
  • Application of information skills
  • Specialist skills