Linear Regression

This course is specially designed for the ISI MStat 2025 aspirant batch and GATE Statistics 2025 aspirant batch at Supremum Classes. Here we will learn the Simple Linear Regression, Multiple Linear Regression and ANOVA. You are advised to go through the textbook with the lecture notes.

Syllabus:   Simple and multiple linear regression, R square and adjusted R square and their applications, distributions of quadratic forms of random vectors: Fisher-Cochran theorem, Gauss-Markov theorem, tests for regression coefficients, confidence intervals, ANOVA.

Textbooks: 

• Fundamental of Statistics (Volume 1), Goon, Gupta, Dasgupta

• Linear Algebra and Linear Models, R.B.Bapat

• Linear Regression Analysis (Second edition), George A.F.Seber, Alan J.Lee

Reference book: Introduction to Linear Regression Analysis by Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

Lecture schedule:  Sunday from 9 pm - 11 pm (IST) at the Google Meet platform. (Google Meet link is available in the description of the WhatsApp group)

Doubt-clearing sessions:
Please send your doubts/Problems over WhatsApp and I may either send the voice message of your doubts or solutions to your problems over WhatsApp or we will discuss that in the next class.

Lecture Notes:

• Lecture I: Simple Linear Regression

• Lecture II: Multiple Linear Regression-Part I