Themen der Lehrveranstaltung
1. Introduction to regression analysis for the public sector: The role of regression analysis in the context of the public sector. Formulating research questions and hypotheses.
2. The simple linear regression model: Model specification, interpretation, and assumptions. Estimation methods, least squares estimation, and assessment of model uncertainty.
3. Multiple linear regression: Inclusion of multiple predictors, variable selection, model building, model diagnostics.
4. Extensions of the linear regression model: Extending the multiple linear regression model by including non-linear terms and interaction effects. Linear regression methods for categorical output variables.
5. Methods for spatially and temporally correlated data: Linear methods for time series analysis, regression methods for spatially correlated data.
6. Recent developments in regression analysis: Robust estimation methods and outlier detection. Machine learning methods for high dimensional data from a regression perspective. Sparse regression models and penalized least squares methods.
Unterrichtsform
Lectures and exercises will be in person, streaming and recordings will also be available.