Statistics 764:
Regression and Multivariate Analysis II
Fall
2007
where: CBC C321
when: 4 - 5:15 TR
syllabus [pdf]
News:
- 8/31/07 Lecture 1 notes and R-code updated.
- 9/5/07 Assignment 2 is now
available.
- 9/10/07 Lecture 4 R-code updated.
- 9/13/07 Clarification on on the second problem
of assignment 2.
- 9/17/07 Assignment 3 is now
available.
- 9/20/07 Lecture 6 R-code updated.
- 9/25/07 Lecture 8 R-code updated.
- 9/30/07
MIDTERM IS SET FOR OCTOBER 23.
- 9/30/07 Assignment 4 is now
available.
- 10/8/07 Assignment 4 question 4.7 should have
X_3=2 and X_3=-2 instead of X_2=2 and X_2=-2. The pdf has been
updated.
- 10/14/07 Review sheet for the
midterm [pdf]
- 11/03/07 Assignment 5 is now
available.
- 11/20/07 Assignment 6 is now
available.
- 11/22/07 For your reference: The number of distinct
parameters in a p by p unstructured covariance matrix is: p*(p+1)/2.
- 11/27/07 Assignment 7 is now
available. This is the last assignment.
- 12/04/07 Review
sheet for the final [pdf] --- FINAL
EXAM is December 11 from 6:00 - 8:00 pm.
Extra
Reading:
- 10/14/07 `Graphs in Statistical Analysis' by F.J.
Anscombe [pdf]
- This paper was handed out last month in class.
Notes:
- 8/28/07 Chapter 1 from `Practical Regression
and Anova
using R' by Julian Faraway [pdf]
- 8/30/07 Lecture 2 [pdf] [R-code]
- 9/6/07 Lecture 4 [R-code]
- 9/13/07 Lecture 6 [R-code]
- 9/20/07 Lecture 8 [R-code]
- a mutlivariate plot for the vote data [R-code]
- 10/4/07 Lecture 14: Ellipses [R-code]; MLE [R-code]
- 10/9/07 Lecture 15: MVN MLE [R-code]
- 10/11/07 Lecture 16: Bayesian
Poisson example [R-code]
- 10/16/07 Lecture 17: Normal Q-Q plots [R-code]
- 10/25/07 Lecture 19: Chi-Squared Q-Q plots
[R-code]
- 10/30/07 Lecture 20: Hotelling's T example
[R-code]
- 11/06/07 Lecture 22: Confidence Regions and
Ellipses [R-code]
- 11/20/07 Lecture 26: Likelihood
Ratio Tests revisited [R-code]
- 11/29/07 Lecture 28: Multivariate Regression [R-code]
- 12/6/07 Lecture 30: Principle
Components [R-code]
Assignments:
- Assignment 1: due Thursday September 6 [pdf]
- Assignment 2: due Thursday September 13 [pdf]
- now due Tuesday September 18
- Solutions [R-code] ---
hand-written solutions for the rest of the problems.
- Assignment 3: due Tuesday September 25 [pdf]
- Solutions [R-code], EDA [pdf] ---
hand-written solutions for the rest of the problems.
- Assignment 4: due Thursday October 11 [pdf]
- Solutions [R-code] ---
hand-written solutions for the rest of the problems.
- Assignment 5: due Thursday November 13 (changed to November
20) [pdf]
- Assignment 6: due Tuesday December 4 [pdf]
- Assignment 7: due Tuesday December 4 [pdf]
Data:
- mathematics marks [txt]
- This data set comes from Mardia, Kent, and Bibby (1979)
and consists of the examination marks of 88 students in the following
five subjects: mechanics, vectors, algebra, analysis, and
statistics. Mechanics and vectors were closed book exams while
the rest were open book.
- glucose data [txt]
- vote data [txt]
- Percentage of Republican votes in residential elections in
six southern states for selected years.
- sweat data [txt]
- HW5 [txt]
- bird data [txt]
- milk transportation cost data: gasoline [txt] and diesel [txt]
- turtles data: female [txt]
and male [txt]
- biting-fly data: torrens [txt]
and carteri [txt]
- stock market data [txt]