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Math 644: Regression Analysis Methods
Fall 2018 Graduate Course Syllabus

NJIT Academic Integrity Code: All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.

Course Information

Course Description: Regression models and the least squares criterion. Simple and multiple linear regression. Regression diagnostics. Confidence intervals and tests of parameters, regression and analysis of variance. Variable selection and model building. Dummy variables and transformations, growth models. Other regression models such as logistic regression. Using statistical software for regression analysis.

Number of Credits: 3

Prerequisites: Math 661.

Course-Section and Instructors

Course-Section Instructor
Math 644-101 Professor A. Wang

Office Hours for All Math Instructors: Fall 2018 Office Hours and Emails

Required Textbooks:

Title Applied Linear Regression Models
Author Kutner, Nachtsheim and Neter
Edition 4th
Publisher McGraw-Hill
ISBN # 0-072386916

University-wide Withdrawal Date:The last day to withdraw with a w is Monday, November 12, 2018. It will be strictly enforced.


DMS Course Policies: All DMS students must familiarize themselves with, and adhere to, the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly.

Grading Policy: The final grade in this course will be determined as follows:

Homework 30%
Midterm Exam 30%
Final Exam 40%

Your final letter grade will be based on the following tentative curve.

A 90 - 100 C 68 - 74
B+ 85 - 89 D 50 - 67
B 80 - 84 F 0 - 49
C+ 75 - 79

Attendance Policy: Attendance at all classes will be recorded and is mandatory. Please make sure you read and fully understand the Math Department’s Attendance Policy. This policy will be strictly enforced.

Homework Policy: Homework problems will be assigned in class.

Exams: There will be two midterm exams held in class during the semester and one comprehensive final exam. Exams are held on the following days:

Midterm Exam I October 15, 2018
Final Exam December 15 - 21, 2018

The final exam will test your knowledge of all the course material taught in the entire course. Make sure you read and fully understand the Math Department's Examination Policy. This policy will be strictly enforced.

Makeup Exam Policy: To properly report your absence from a midterm or final exam, please review and follow the required steps under the DMS Examination Policy found here:

Cellular Phones: All cellular phones and other electronic devices must be switched off during all class times.

Additional Resources

Accommodation of Disabilities: Disability Support Services (DSS) offers long term and temporary accommodations for undergraduate, graduate and visiting students at NJIT.

If you are in need of accommodations due to a disability please contact Chantonette Lyles, Associate Director of Disability Support Services at 973-596-5417 or via email at The office is located in Fenster Hall, Room 260.  A Letter of Accommodation Eligibility from the Disability Support Services office authorizing your accommodations will be required.

For further information regarding self identification, the submission of medical documentation and additional support services provided please visit the Disability Support Services (DSS) website at:

Important Dates (See: Fall 2018 Academic Calendar, Registrar)

Date Day Event
September 4, 2018 T First Day of Classes
September 10, 2018 M Last Day to Add/Drop Classes
November 12, 2018 M Last Day to Withdraw
November 20, 2018 T Thursday Classes Meet
November 21, 2018 W Friday Classes Meet
November 22 - 25, 2018 R - Su Thanksgiving Recess
December 12, 2018 W Last Day of Classes
December 13 & 14, 2018 R & F Reading Days
December 15 - 21, 2018 Sa - F Final Exam Period

Course Outline

Date Lecture Chapter Topic Assignment
Week 1
1 Chapter 1  Simple Linear Regression Model with distribution of error terms unspecified, Normal Error Regression Model
Week 2
2 Chapter 2 Inferences Concerning Regression Parameters
Interval Estimation of mean response
Prediction of New Observation
Week 3
3 Chapter 2 Analysis of Variance Approach to Regression General Linear Test Approach
Descriptive Measures of Linear Association
Week 4
4 Chapter 3 Diagnostics for Predictor Variable, Residuals
Overview of Tests Involving Residuals
Test for Constancy of Error Variance, F Test for Lack of Fit Overview of Remedial Measures, Box-Cox Transformations
Week 5
5 Chapter 4  Joint Estimation for Regression Parameters Simultaneous Estimation of Mean Responses Simultaneous Prediction Intervals for New Observations
Week 6
6 MIDTERM 1 EXAM: Monday~ Oct 15, 2018
Week 7
7 Chapter 4  Regression through Origin
Effects of Measurement Errors
Inverse Predictions
Week 8
8 Chapter 5 Matrices and their Properties
Simple Linear Regression Model in Matrix Terms
Least Squares Estimation of Regression Parameters
Week 9
9 Chapter 5 Fitted Values and Residuals
Analysis of Variance Results
Inferences in Regression Analysis
Week 10
10  Chapter 6 Multiple Regression Models
General Linear Model in Matrix Terms
Estimation of Regression Coefficients
Week 11
11 Chapter 6 Fitted Values and Residuals
Analysis of Variance Results
Inferences about Regression Parameters
Week 12
12 Chapter 7
Extra Sums of Squares
Summary of Tests Concerning Regression Coefficients
Week 13
13   Chapter 9 Overview of Model-Building Process
Week 14

Updated by Professor A. Wang - 9/1/2018
Department of Mathematical Sciences Course Syllabus, Fall 2018