Welcome to the website for
Statistics 462, Applied Regression Analysis, Spring 2009
Lectures: Mon, Wed 11.15am-12.05pm,
003
Lab sessions: Fri 11.15am-12.05pm, 007 LSB.
Instructor: Francesca Chiaromonte. 505 Wartik, 5-7075, chiaro at stat.psu.edu.
Office hours: Mon, 1.30-2.30pm and Wed, 3.00-4.00pm
Teaching Assistant: Isaac Dialsingh. 316 Thomas, 3-3238, iud101 at psu.edu.
Office hours: Fri 3.00-4.00pm.
Information, dates and postings at this site are frequently updated and subject to change. Visit often!
ANNOUNCEMENTS
- There will be no lab session on Fri Jan 16, 2009 (the first lab will be held on Fri Jan 23).
- LOCATIONS FOR THE LECTURES HAS
CHANGED; starting from Mon Jan 26 we will meet in 003
- Regular meetings of the Undergraduate Stat Club will start Wed Jan 28, at 7.00pm in 327 Thomas bldg. For the first meeting, along with pizza and beverages, Prof. DEBASHIS GHOSH will give a lecture on statistics in cancer studies.
- Dates for Assignments #1and 2, and Test #1 have changed; see below.
- Dates for Assignment #3 and 4 have changed; see below.
- MORE DATES FOR ASSIGNMENTS AND TESTS HAVE CHANGED, PLEASE CHECK BELOW!
TESTS (dates and coverage are tentative and subject to change)
Test 1. Wed Feb 25, 2008, to accommodate for the Thon (review lab will remain Fri Feb 20; follow-up lecture will be Fri Feb 27, and Mon Feb 23 we will have a regular lecture)
Coverage: Chapter 1 (excluding maximum likelihood estimation); Chapter 2 (excluding normal correlation models); Chapter 3, sections 3.1, 3.2 and 3.3 of Kutner et al.
Test 2. Fri Apr 10, 2009, in
007 LSB (review lab the previous Fri, Apr 3, in 007 LSB; follow-up lecture: Mon
Apr 12 in 003
Coverage: Chapter 3, sections 3.7, 3.8, 3.9 and 3.10; Chapter 4, sections 4.1, 4.2 and 4.3; Chapter 5.
Test 3. During finals week, Wed May 6, 2009 (the lecture on Wed Apr 29 will be devoted to a final example and general review, and there will be a last computer lab on Fri May 1)
Coverage: Selected topics from Chapters 6, 7, 8, 9, 10 (see lecture notes and labs).
HOMEWORK ASSIGNMENTS (dates are tentative and subject to change)
The "applied" parts of the homework sets will use a data set on body fat. Text file. Minitab worksheet. Description and general guidelines.
Assignment 1. Posted: Wed Jan 28. Due: Mon Feb 16 in class.
Assignment 2. Posted: Mon Feb 16. Due: Mon Mar 2 in class.
Assignment 3. Posted: Mon Mar 2. Due: Mon Mar 23 in class.
Assignment 4. Posted: Mon Mar 23. Due: Fri Apr 10 (at the end of test #2, in 003 LSB).
Assignment 5. Posted: Fri Apr 10. Due: Fri May 1 (at the end of the last computer lab).
LECTURE MATERIALS
Review of basic statistical concepts. Useful information can be found in Appendix A of Kutner et al.
Estimating a regression line. Read Chapter 1 of Kutner et al.
Determination Coefficient. Read Section 2.9 of Kutner et al.
Inference on regression coefficients. Read Sections 2.1, 2.2 and 2.3 of Kutner et al.
Inference on mean response levels and prediction. Read Sections 2.4, 2.5 and 2.6 of Kutner et al.
ANOVA decomposition and general linear test. Read Sections 2.7 and 2.8 of Kutner et al.
Graphical diagnostics with residuals. Read Sections 3.1, 3.2 and 3.3 of Kutner et al.
Diagnostic tests using residuals. Read Sections 3.4, 3.5 and 3.6 of Kutner et al.
Lack of fit test. Read Section 3.7 of Kutner et al.
Remedial measures and transformations. Read Sections 3.8 and 3.9 of Kutner et al.
Non-parametric regression fitting: the LOWESS. Read Section 3.10 (and first part of 11.4) of Kutner et al.
Simultaneous inference. Read Sections 4.1, 4.2 and 4.3 of Kutner et al.
Simple linear regression in matrix term. Read Chapter 5 of Kutner et al.
General linear model. Content here is from Chapters 6 and 8 of Kutner et al.
Selecting models. Content here is from Chapter 9 of Kutner et al.
Multicollinearity and Variance Inflation Factors. Content here is from Chapters 7 and 10 of Kutner et al.
Case diagnostics: More on Residuals, Leverage and Influence. Content here is from Chapter 10 of Kutner et al.
LAB MATERIALS
Lab session 8. General linear model examples.
REFERENCES
Text book: Kutner M.H.,
Nachtsheim C.J. and Neter J. Applied Linear Regression Models. IV
edition, McGrow-Hill Irwing,
Software reference: Ryan B., Joiner B. Minitab Handbook. III edition, Duxbury Press, Belmont.
USEFUL LINKS
All