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Statistical Modelling
Last Updated: 2026-02-05 16:02:00
Abstract
In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory.
Objective
Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint.
Content
In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.
Resources
Learning Materials (Links)
- Main link
- Course website
General Information
- Language
- English
- Levels
- BSC , MSC , WBZ
- Frequency
- Yearly recurring
Examination
- Type
- session examination
- Mode
- written 120 minutes
- Aids
- One sheet of paper (A4, front and back) with a machine- or handwritten summary; a non-programmable pocket calculator
- Digital
- The exam takes place on devices provided by ETH Zurich.
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise | Statistical Modelling |
|
4 h weekly |
Offered In
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Core Courses (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
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Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
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