
Explore linear regression through intuitive concepts and practical interpretation, without equations or prior knowledge. Learn to read and apply statistical results with a gentle, practical approach.
Learn how linear regression uses ordinary least squares to relate one continuous variable to one or more continuous or categorical variables.
Learn the basic intuition behind ordinary squares without complex equations, become comfortable with regression terminology and its assumptions, and gain tips for interpreting regression output.
Explore who benefits from this course, including students at any level, business practitioners, managers, government analysts, and anyone seeking an easy introduction to linear regression.
No mathematics or statistics prerequisite is needed; curiosity suffices to follow this course. STATOR demonstrates regression models and shows how measurements relate by comparing quantitative variables.
Use Stata to demonstrate regression output interpretation, with do files and syntax sources to replicate on-screen results, using the auto training data set.
Define regression analysis as a technique to explore relationships between a dependent variable and one or more independent variables, using terms like predictor, explanatory, and X.
Explore linear regression, focusing on linear relationships between X and Y using ordinary least squares, and how coefficients estimate parameters in simple and multiple regression.
Regression analysis tests hypotheses with quantitative data and enables predictions by estimating parameters, computing expected wages, and assessing effects for samples and beyond.
Explore core regression methods by data type and dependent variable. Use ordinary least squares for continuous cross-sectional data, and non-linear models for binary, ordered, multinomial, panel, count, and hazard models.
Explore lines of best fit by comparing parametric and non-parametric regression, including local polynomial regression and least squares, to model relationships from simple to multi-dimensional data.
Explore how regression analysis reveals relationships in data while distinguishing causality from correlation, and understand when time elements and cross-sectional settings affect causal inference.
Explore ordinary least squares as a regression method that minimizes sum of squared residuals to fit a line or plane of best fit, with least absolute deviations as an alternative.
Visualize ordinary least squares by fitting a line of best fit to data, noting observed points, predicted values, and residuals, and how the slope minimizes the root mean square error.
Explore how ordinary least squares regression outputs are interpreted, focusing on coefficient estimates for mpg and weight, standard errors, t statistics, p values, confidence intervals, and R-squared.
We examine the sum of squares in regression, including the explained, residual, and total variation, and relate them to R-squared and adjusted R-squared while noting R-squared can be easily abused.
Explore how the best linear unbiased estimator arises under the ordinarily squares assumptions, compare efficient versus inefficient estimates, and show unbiasedness reduces long-run error.
Explore the Gauss-Markov assumptions that ensure ordinary least squares yields an efficient, unbiased estimate by enforcing homoscedasticity, linearity, linear parameter assumption, and zero conditional mean.
Explore homoskedasticity, where residual variance stays constant across X, and learn how violations affect standard errors and hypothesis testing, with robust standard errors offering resilience.
No perfect collinearity means explanatory variables cannot be an exact linear combination of another. Partial correlation inflates standard errors and confidence intervals, but excluding or transforming variables can mitigate it.
Explore how linear in parameters keeps coefficient estimates additive, while allowing nonlinear functional forms through transformations, polynomials, and interactions; see how a quadratic term can improve fit and affect residuals.
Explore zero conditional mean, the no correlation between X and the error term, and how violation biases OLS coefficient estimates using a five-variable simulated data example.
Test for endogeneity and correct it with more data, better models, and different functional forms. Avoid data mining in ordinary least squares models to prevent bias in real-world results.
Recap Gauss-Markov assumptions for linear regression, including additive betas and continuous dependent variables, noting that Y–X need not be linear; remedies for violations include missing variables and robust standard errors.
Explore applied regression in Stata using cars from 1978 to build models, diagnose changing variance, transform price with logs, and interpret effects of foreign, mpg, and weight.
Apply linear regression wisely by practicing with data, testing multiple models, considering interaction and quadratic terms, cleaning data, and using diagnostics to distinguish correlations from causation.
Explore easy statistics and nonlinear regression through an intuitive course with almost no equations that emphasizes application and interpretation of statistical results for learners with no prior knowledge.
Explore non-linear regression, a regression technology using non-linear parameters, contrasting with linear regression and its curve fitting, and examine its use across economics, sociology, psychology, politics, and medicine.
Learn the statistical intuition behind nonlinear regression without heavy equations, apply regression models to data, interpret outputs, and gain tips for working with nonlinear regression.
Designed for academic students of any level and practitioners such as business users and government policy analysts, this course offers an easy introduction to nonlinear regression.
No math or statistics background is required to follow this course. Stator demonstrates many regression models with data, guiding you to measure quantitative variables against each other.
Learn to interpret outputs from stator, a purchasable statistical software, with data demonstrations. Access attached code and training data to replicate examples.
Learn non linear regression analysis, linking a dependent variable Y to one or more independent variables via nonlinear models and an error term E, with Y often not continuous.
Explore how non-linear regression links parameters to the dependent variable nonlinearly, and learn to interpret nonlinear coefficients through transformations and marginal effects.
Explore why nonlinear regression provides quantitative evidence, hypothesis testing, and predictions; it excels with certain data types like binary and time outcomes, avoiding out of bounds prediction through nonlinear transformations.
Explore nonlinear regression models, including logistic and probit for binary outcomes, ordered and multinomial variants, count models, and Cox proportional hazards for time as a dependent variable.
Learn how maximum likelihood estimates nonlinear models by iteratively maximizing likelihood, with guidance on sample size, observations per parameter, and issues like collinearity and little variation in the dependent variable.
Explore the linear probability model for a binary y, illustrating why linear regression on binary data is problematic, with a ~0.23 slope and out-of-bounds predictions, noting robust standard errors.
Apply logit and probit transformations to produce nonlinear models that bound predictions between zero and one for wine x. Reject linear probability in favor of nonlinear models.
Explain how latent variables underlie nonlinear models, making coefficients hard to interpret, and how marginal effects reveal the relationship between inputs and hidden hunger y*.
Explore marginal effects and slope coefficients in linear and nonlinear regression. Learn to compute effects at the mean of X and as averages across X, illustrated by a 0.30 slope.
Explore how dummy explanatory variables, taking values 0 or 1, shift the nonlinear regression intercept via X under a logistic transformation to keep predictions within bounds.
Explore multiple nonlinear regression with several continuous predictors and a dummy variable. The model shows each coefficient's effect depends on all X values, producing nonlinear planes of best fit.
Assess goodness of fit for nonlinear regression using pseudo r-squared and classification tables, and note how the 0.5 cut point affects accuracy.
Explain how loaded coefficients relate to latent scores, how exponential coefficients convert to log odds and odds ratios, and why marginal effects are needed to quantify probability changes.
Explore logit and probit regression, noting non-linear models may need more data but remain robust with small samples; compare coefficients and report effects at the mean.
Explore how the linear probability model can yield similar marginal effects to logistic and linear regression for binary outcomes, with average marginal effects close to standard estimates.
Explore applied logit and probit in Stata, using binary union data to estimate models, compare marginal effects with linear probability models, and illustrate latent variables with a simulated example.
Explore regression modelling with an intuitive, equation-light approach that uses explanatory variables x to explain a dependent variable y, blending theory and practical data demonstrations in a statistics program.
Learn to balance predictive and explanatory regression, plan carefully, rely on theory and data quality, and address common issues like missing values and multicollinearity.
Explore how regression models capture non-linear shapes by adding polynomial terms (quadratic and cubic) to Y on X, test linearity, and interpret coefficients in hourly earnings and age relationships.
Examine how interaction effects in regression create new terms such as polynomials and dummy, continuous, and categorical groupings that alter relationships and slopes.
Explore how interaction effects reshape regression results, using mpg, foreign status, weight, and categorical groups to reveal how car prices respond to mileage, origin, and other factors with margins visualization.
Explore how time information shapes regression analyses, from long and wide data forms and panel data to time lags, leads, and distributed lag models, including difference transformations.
Explore how time in regression shapes analysis with panel data, including lagged effects, linear and nonlinear time specifications, and difference-based estimates to reveal dynamic wage patterns in unbalanced datasets.
Learn how to encode categorical data as dummy variables, include them in regression, and interpret intercept shifts relative to a reference category.
Learn to handle categorical explanatory variables in regression by coding dummies, selecting a reference category, and interpreting coefficients with post-estimation graphs and group tests.
Explore how multicollinearity inflates standard errors and distorts coefficients when explanatory variables measure the same thing, with perfect and imperfect linearity.
Explore practical strategies to manage multicollinearity in regression using variance inflation factor, backward stepwise selection, principal component analysis, and demeaning to stabilize coefficients.
Understand how missing data in y or x reduces regression sample size and apply deletion or imputation, including structural, MAR, and MNAR patterns.
Learn how to include a categorical variable in regression using dummy variables in Stata, interpret coefficients, perform a group test, and compare different reference categories.
Make sure to check out my twitter feed for monthly promo codes and other updates (@easystats3)
Three courses combined. Linear and Non-Linear Regression and Regression Modelling.
Learning and applying new statistical techniques can often be a daunting experience.
"Easy Statistics" is designed to provide you with a compact, and easy to understand, course that focuses on the basic principles of statistical methodology.
This course will focus on the concept of linear regression, non-linear regression and regression modelling. Specifically Ordinary Least Squares, Logit and Probit Regression.
The first two parts will explain what regression is and how linear and non-liner regression works. It will examine how Ordinary Least Squares (OLS) works and how Logit and Probit models work. It will do this without any complicated equations or mathematics. The focus of this course is on application and interpretation of regression. The learning on this course is underpinned by animated graphics that demonstrate particular statistical concepts.
No prior knowledge is necessary and this course is for anyone who needs to engage with quantitative analysis.
The main learning outcomes are:
To learn and understand the basic statistical intuition behind Ordinary Least Squares
To be at ease with general regression terminology and the assumptions behind Ordinary Least Squares
To be able to comfortably interpret and analyze complicated linear regression output from Ordinary Least Squares
To learn tips and tricks around linear regression analysis
To learn and understand the basic statistical intuition behind non-linear regression
To learn and understand how Logit and Probit models work
To be able to comfortably interpret and analyze complicated regression output from Logit and Probit regression
To learn tips and tricks around non-linear Regression analysis
Specific topics that will be covered are:
What kinds of regression analysis exist
Correlation versus causation
Parametric and non-parametric lines of best fit
The least squares method
R-squared
Beta's, standard errors
T-statistics, p-values and confidence intervals
Best Linear Unbiased Estimator
The Gauss-Markov assumptions
Bias versus efficiency
Homoskedasticity
Collinearity
Functional form
Zero conditional mean
Regression in logs
Practical model building
Understanding regression output
Presenting regression output
What kinds of non-linear regression analysis exist
How does non-linear regression work?
Why is non-linear regression useful?
What is Maximum Likelihood?
The Linear Probability Model
Logit and Probit regression
Latent variables
Marginal effects
Dummy variables in Logit and Probit regression
Goodness-of-fit statistics
Odd-ratios for Logit models
Practical Logit and Probit model building in Stata
The computer software Stata will be used to demonstrate practical examples.
Regression Modelling
The third part provides useful practical tips for regression modelling.
Understanding how regression analysis works is only half the battle. There are many pitfalls to avoid and tricks to learn when modelling data in a regression setting. Often, it takes years of experience to accumulate these. In these sessions, we will examine some of the most common modelling issues. What is the theory behind them, what do they do and how can we deal with them? Each topic has a practical demonstration in Stata. Themes include:
Fundamental of Regression Modelling - What is the Philosophy?
Functional Form - How to Model Non-Linear Relationships in a Linear Regression
Interaction Effects - How to Use and Interpret Interaction Effects
Using Time - Exploring Dynamics Relationships with Time Information
Categorical Explanatory Variables - How to Code, Use and Interpret them
Dealing with Multicollinearity - Excluding and Transforming Collinear Variables
Dealing with Missing Data - How to See the Unseen