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78137 Robust regression, spring 2016

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78137 Robust regression, spring 2016

Lecturer

Jyrki Möttönen

Prerequisites

  • basic knowledge of probability
  • statistical inference (maximum likelihood, hypothesis testing).
  • linear models

Teaching Schedule

Period IV

Lectures (first lecture 17.3.2016)

Thursday 12-14, CK111 (Exactum)

Friday 10-12, B120 (Exactum)

Exercise classes (first exercise  31.3.2016)

Thursday 14-16, CK108 (Exactum)

No lectures: 24.3, 25.3, 7.4,  5.5

No exercises: 24.3, 7.4, 5.5

Lecture diary

MMY =  Maronna, R., Martin, D. & Yohai, V. (2006)

17.-18.3. MMY pp. XV, 1-5, 7-8, 17-31.

31.3. MMY pp. 27-39.

1.4. MMY pp. 39, 87-92.

8.4. MMY pp. 92-96, 98-100.

14.-15.4. MMY 4.4.2-4.4.3,   4.5.2,   5.1,   5.2-5.3,   5.4.3-5.6.2.

21.-22.4. MMY 3.1,  3.2.5,  4.7-4.7.2,  5.4.2,  5.8

Last lecture 28.4. MMY 5.8.1, 5.11,

Exercises

Course area in Moodle

Working out of exercises is rewarded as extra points in the grading of (a) the course exam in week 19 and (b)  the general exams in autumn 2016. The rewarded points apply if the student has reached the minimum points from the final examination for passing the course (half of the total points). If you can't attend an exercise class you can send solutions to jyrki.mottonen(at)helsinki.fi as a pdf-file before the corresponding exercise class.

Solved exercises (%)

Extra points

30%

0.5

40%

1

50%

1.5

60%

2

70%

2.5

80%

3

90%

3.5

 

 

Examinations

The exam covers the following Sections of MMY:

1.1-1.2 (pp. 1-5), 1.4.1 (pp. 7-9),

2.1-2.7.1 (pp. 17-40),

3.1 (p. 55), 3.2.5 (pp. 61-62),

4.1-4.4.3 (pp. 87-103), 4.5.2 (pp. 104-105),  4.7-4.7.2 (pp. 107-109)

5.1-5.3 (pp. 115-120),   5.4.2-5.6.2 (pp. 123-132), 5.8-5.8.1 (pp. 139-141), 5.11 (pp. 147-150).

 

Course exam: Friday 13.5, 10:00-12:00, B120

General exams: autumn 2016

 

Course material

Maronna, R., Martin, D. & Yohai, V. (2006). Robust Statistics - Theory and Methods. Wiley. e-Book

Other useful books:

  • Agresti, A. (2015). Foundations of Linear and Generalized Linear Models. Wiley. e-Book Helka
  • Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J. & Stahel, W. A. (1986). Robust Statistics - The Approach Based on Influence Functions. Wiley. Helka
  • Heritier, S., Cantoni, E., Copt, S. & Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. Wiley. e-Book
  • Hettmansperger, T. P. & McKean, J. W. (2011). Robust Nonparametric Statistical Methods, 2nd Edition. CRC Press.
  • Hollander, M., Wolfe, D. A. & Chicken, E. (2014). Nonparametric Statistical Methods, 3rd Edition. Wiley. e-Book Helka
  • Huber, P. J. & Ronchetti, E. M. (2009). Robust Statistics, 2nd Edition. Wiley. e-Book Helka
  • Kloke, J. & McKean, J. W. (2015). Nonparametric Statistical Methods Using R. CRC Press.
  • Rousseeuw, P. J. & Leroy, A. M. (1987, 2003). Robust Regression & Outlier Detection. Wiley. e-Book (1987) Helka (1987) Helka (2003)
  • Wilcox, R.  (2012). Introduction to Robust Estimation & Hypothesis Testing, 3rd Edition. Academic Press e-Book


Register for the course

Did you forget to register? Send your name, student number and the course you wish to participate in  to the address jaana.lehtinen[at]helsinki.fi