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401-3622-DRL 2 Credits DR D-MATH

Statistical Modelling

Lecturers & Examiners: Dr. Markus Kalisch
Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to with their name, course number and student ID. Please see
VVZ CR n/a

Last Updated: 2026-02-05 16:14:51

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, model choice and nonparametric models. Several numerical examples will illustrate the theory.

Objective

- Thorough, theoretical understanding of linear regression - Overview of several extensions of linear regression - Ability to correctly apply the methods learned in simple data examples

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, Modellsuche, Residuenanalyse, nicht-parametrische Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.

General Information

Language
English
Levels
DR
Frequency
Yearly recurring

Examination

Type
graded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture with exercise Statistical Modelling
  • Mon 10:15-12:00 (ML D 28)
  • Thu 14:15-16:00 (HG E 1.1)
4 h weekly

Offered In