This is the website devoted to the Regression III course for the ICPSR Summer Program in Quantitative Methods. At some point before the Summer, the links may be removed in preparation for the upcoming course, though please don't hesitate to contact me if you're looking for something and can't find it.
Lecture 2: OLS
[slides] [R-code:text, html]
Lecture 4: Linearity
[slides] [R-code:text, html] [Data and R-code (zip)]
Lecture 5: Non-linearity and Splines
[slides] [R-code:text, html]
Lecture 6: GAMs
[slides] [R-code:text, html] [Data and R-code (zip)]
Lecture 7: Resampling Methods [slides, addendum] [R-code: text, html, Loess Cross-validation]
Lecture 8: Outliers and Influential Data
[slides] [R-code:text, html] [Data and R-code (zip)]
Lecture 9: Robust Regression
[slides] [R-code:text, html] [Data and R-code (zip)]
Lecture 10: Non-Normality and Heteroskedasticity
[slides] [R-code:text, html] [Data and R-code (zip)]
Lecture 11: Model Selection
[slides] [R-code:text, html]
Lab 2: Bootstrap/Cross-Validation, Outliers/Robust Regression and Mixture Models
[Answers] [R-code:text, html]