STAT 462 : Applied Regression Analysis Spring 1998


 
Section 1: MWF 1:25 - 2:15 pm 
Instructor: Dr. Mosuk Chow 
  Office: 315 Thomas Building 
  Phone: 863-8128 (e-mail: mchow@stat.psu.edu)
  Office Hours: M, Th 2:45-3:45pm W 10:30-11:30am or by appointment 
Grader : Carla Sciullo 
  Office : 333 Thomas Building 
  Phone: 863-3374 
  Office Hours: to be announced 
Textbook: Applied Linear Regression Models, Third Edition or
  Applied Linear Statistical Models, Fourth Edition (also for Stat 502)
  by Neter, Wasserman and Kutner 
  A Casebook for a First Course in Statistics and Data Analysis
  by Chatterjee, Handcock and Simonoff 
  The Minitab Student Handbook - Optional
  by Ryan, Joiner, Ryan (3rd edition, 1994) 
Prerequisite: One previous course in Statistics.
Grades: Your grade will be calculated as follows: 
  Homeworks:     20 %
  Midterms:       40 % (Feb 25, April 1 in class)
  Project:         10 % (due April 24 )
  Final Exam:    30 % 
 

(1) Midterm exams will be closed book and noncomprehensive. Final exam will be closed book and comprehensive. For midterm exams, you will be allowed to bring in a formula sheet made up by yourself; this sheet may comprise one page 8.5x11 inches, one sided. For final exam, you can bring two pages of one sided 8.5x11 inches sheets.

(2) Calculators are permitted for use during exams.

(3) No early or late exams will be allowed without a written and legitimate excuse.
   
Course Content: Most of the Chapters 1-12 of the book by NWK 
  optional topic: logistic regression (if time allows) 
   
Computer Accounts: We shall be using Minitab in this course to
  process data. You will need to have an access
  account or a PSUVM account. You can use either
  the Minitab that is available on the CAC mainframe
  computer or that is installed on many of the PC's
  located in the computer labs throughout campus. 
Solutions: Copies of the solutions for the assignments and
  examinations will be placed on reserve in the Mathematics
  Library (located in McAllister Building) and also on the
  third floor notice board in Thomas Building.
Homeworks: Homework assignments will be assigned regularly.
  You must show all work on the homework problems to
  get full credit. The lowest homework score will be
  dropped. Doing the homework promptly and carefully
  is necessary for learning the material. A reasonable amount
  of collaboration is allowed on homework. However, each
  student must turn in his or her own written work
  which reflects his or her own individual understanding
  of the material.
  Late homeworks: (20 % off for each day late) 
Website: www.stat.psu.edu/$\sim$mchow/stat462.html 
HW 1 (due Jan 21): Send me a e-mail listing your name
  ( including how you prefer to be addressed),
  your year, statistics courses you have taken and
  whether you have used minitab before.

HOMEWORK ASSIGMENTS

HW1: Due Wed Jan 21 Send e-mail to me as described in the syllabus.
HW2: Due Wed Jan 28: 1.2, 1.3, 1.5, 1.11, 1.12, 1.18, 1.21, 1.25, 1.38
HW3: Due Friday Feb 6 : 2.1, 2.2, 2.3, 2.6 (a,b,c,d), 2.15 (a,b), 2.10
HW4: Due Wed Feb 11: 2.49, 2.31
HW5: Due Wed Feb 18 : 3.6 a,b,c,e , 3.15, 3.18
HW6: Due Wed March 4 : 4.5, 4.9 a,c (for c, use the Bonferroni procedure,don't need to consider the most efficient procedure)
HW7:  Due Wed March 18 : 6.3, 6.9, 6.10, 6.11, 6.12 (for a, simply use a BONFERRONI Procedure)
HW8: Due Wed March 25 : 7.1, 7.5, 7.6, 7.26
HW9: Due Wed April 15 : 8.8 (skip PRESS for a), 8.17, 11.10, 11.11, 11.14
HW10: Due Wed April 22: 9.10 a,b,c,d, 9.13 a,b,c then center the predictor variables to reduce the VIF as suggested in 7.8 (p.314). Also calculate the VIF for the model after centering.