Regression Modeling

You have already done the theory underpinning this topic in your Econometrics: Linear Models course. Thus, I wish to reinforce that knowledge and demonstrate how to do this empirically. Much of modern survival modeling is done with explanatory variables, e.g., covariates, so we need a firm foundation as to how they work in linear models prior to developing their using in (non-linear) survival models.

This portion of the course is based on my textbook, Regression Modeling with Actuarial and Financial Applications.

• • An online version is available for you in the next few months at http://www.ssc.wisc.edu/~jfrees/regression/ the password (needed for Chaps 3 and on) is "@ S R M I" without quotes, without spaces.

  • For resources associated with the textbook, please visit the Regression Modeling book web site.

Because you have seen this material already, the pace will be more rapid. I will provide a short (e.g., 15 minute) introduction of each chapter. Depending on how much review that you want, you might wish to bring some earbuds to class. In this way, you can listen to online lectures without disturbing your neighbor.

Our focus will be to use the day to go through the companion Online Tutorial.

You may not need them but, just in case, below are datasets for these tutorials.

I will also introduce R markdown as a way to publish work. In particular, you may find this tool useful when doing your homework on producing exercise tutorials (see the Course Assessment section).