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Regular version of the site
2026/2027

Applied Linear Models

Type: Mago-Lego
When: 2, 3 module
Online hours: 52
Open to: students of one campus
Language: English
ECTS credits: 6
Contact hours: 28

Course Syllabus

Abstract

The objective of the discipline "Applied Linear Models" is to ensure that students understand topics and principles of applied linear models and includes two parts. The first part is devoted to practical regression analysis introducing basic concepts and providing basic knowledge of regression models building and analysis with SAS and R. The second part covers theoretical foundations of linear models providing more advanced concepts, considering diversity of regression types, including model selection process both with SAS and R. The course is strongly related and complementary to other compulsory courses provided in the first year of the master's programme and sets a crucial prerequisite for later courses and research projects as well as for the master thesis.
Learning Objectives

Learning Objectives

  • This course aims to cultivate a robust, assumption-driven analytical mindset to shift students away from treating statistical software as a "black box" and to provide to the students an important foundation in the applied linear models domain to develop and conduct their own research as well as to evaluate research of others.
  • The course aims to develop knowledge to help students to justify the selection of a linear model given a specific research question and data structure by critically evaluating assumptions (linearity, independence, homoscedasticity, normality, etc.) and applying appropriate diagnostic tools to identify violations as well as to prepare students to confidently handle messy datasets through appropriate variable selection and model justification.
Expected Learning Outcomes

Expected Learning Outcomes

  • Be able to explore the advantages and disadvantages of various linear modeling instruments, and demonstrate how they relate to other methods of analysis
  • Be able to work with major linear modeling programs, especially SAS, so that they can use them and interpret their output.
  • Have an understanding of the basic principles of linear models and lay the foundation for future learning in the area
  • Have the skill to meaningfully develop an appropriate model for the research question
  • To know modern extensions to applied regression, including working with “problem data”
  • To know the basic principles behind working with all types of data for building regression models
  • To know the theoretical foundation of applied linear modeling, starting with the univariate models
  • Be able to develop and/or foster critical reviewing skills of published empirical research using applied statistical methods.
  • Be able to criticize constructively and determine existing issues with applied linear models in published work
Course Contents

Course Contents

  • Section 1.1. Theoretical foundations of linear models
  • Section 1.2. Software for regression analysis. Intro to SAS
  • Section 2.1. Building Regression “by hand”
  • Section 2.2. Analysis of Variance
  • Section 3.1. Linear Regression Assumptions
  • Section 3.2. Two-Way ANOVA
  • Section 4.1. Categorical Predictors, Effects, Unusual Observations
  • Section 4.2. Simple Regression
    During this lecture, the learners will get the essence of the linear regression model. After understanding the mathematical meaning of Regression, we will talk about the rules of usage of linear Regression, what tasks it is used for, and what results it can give. Also, we will talk about possible cases when Regression can be used.This lecture will give the learners not only a theoretical understanding of Regression but practical experience. The whole week will be dedicated to working with SAS, from modeling to the finished regression model.
  • Section 5.1. Categorical Dependent Variables and Generalized Linear Models
  • Section 5.2. Multiple Regression
  • Section 6.1. Model Building and Model Selection
  • Section 6.2. How to Choose the Right Regression Model
Assessment Elements

Assessment Elements

  • non-blocking Quizzes Part 2
  • non-blocking Final project
  • non-blocking Mid-term project
  • non-blocking Quizzes Part 1
Interim Assessment

Interim Assessment

  • 2026/2027 3rd module
    0.24 * Quizzes Part 1 + 0.26 * Final project + 0.26 * Mid-term project + 0.24 * Quizzes Part 2
Bibliography

Bibliography

Recommended Core Bibliography

  • Agresti, A. (2015). Foundations of Linear and Generalized Linear Models. Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=941245
  • Applied regression modeling, Pardoe, I., 2012
  • Eric Goh Ming Hui. (2019). Learn R for Applied Statistics : With Data Visualizations, Regressions, and Statistics. Apress.
  • Keith McNulty. (2021). Handbook of Regression Modeling in People Analytics : With Examples in R and Python. Chapman and Hall/CRC.
  • Linear Regression Using R - An Introduction to Data Modeling - CCBY4_059 - David Lilja - 2022 - Open Educational Resources: libretexts.org - https://ibooks.ru/products/390845 - 390845 - iBOOKS
  • Montgomery, D. C., Vining, G. G., & Peck, E. A. (2012). Introduction to Linear Regression Analysis (Vol. 5th ed). Hoboken, NJ: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1021709
  • Weisberg, S. (2014). Applied Linear Regression (Vol. Fourth edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=771773
  • Yan, X., Su, X., & World Scientific (Firm). (2009). Linear Regression Analysis: Theory And Computing. Singapore: World Scientific. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=305216

Recommended Additional Bibliography

  • Applied Regression Analysis, Linear Models, and Related Methods, Fox, J., 1997
  • Elliott, A. C., & Woodward, W. A. (2016). SAS Essentials : Mastering SAS for Data Analytics (Vol. Second edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1051725
  • Hocking, R. R. (2013). Methods and Applications of Linear Models : Regression and the Analysis of Variance (Vol. Third edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=603362
  • Lindsey, J. K. (1997). Applying Generalized Linear Models. New York: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=104525
  • Linear regression models. Applications in R, Hoffman, J. P., 2022
  • Petris, G., Campagnoli, P., & Petrone, S. (2009). Dynamic Linear Models with R. Dordrecht: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=285596

Authors

  • PETROV ILIYA VLADIMIROVICH
  • PAVLOVA IRINA ANATOLEVNA