Lecture Schedule Spring 2019
Lecture Date Topic(s) Data/Assignment Reading Computer Program
1a,b,c 1/10 Introduction;
Review of simple and multiple regression;
Matrix and R, SAS/IML review;
Review of statistical inference for regression 		Short answers due lecture 2
Hw1, due lecture 4
Some Hw1 hints		 Chapters 5-6 Davis.txt
prestige.txt
Davis SAS program
Davis SAS output
R Davis code
Prestige SAS program
Prestige SAS output
R Prestige code
IML intro
IML SAS output
R Matrix code
2 1/15 Review of statistical inference for regression;
ANCOVA, the principle of marginality 		  Chapters 6-7 Drop test SAS Program
Ancova SAS program
Ancova SAS output
SAS-text comparison
R Ancova code
3a,b 1/17 ANCOVA, the principle of marginality;
Analysis of variance		   Chapter 7-8 Moore.txt
Anova SAS program
Anova SAS output
R Anova code
4a,b,c 1/22 ANOVA; Statistical theory for linear models Hw1 due Chap. 9.1-9.2  
5a,b,c 1/24 Statistical theory for linear models Hw2, due lecture 8 Chap. 9.1-9.2  
6a,b 1/29 Homework 1 review;
More statistical theory for linear models;
Properties of the least-squares estimator		   Chap. 9.3-9.4  
7 1/31 Properties of the least-squares estimator;
Inference for several coefficients		 Some Hw2 hints Chap. 9.3-9.4 Gen Lin Hyp SAS code;
GLH SAS output
R GLH code
8a, b 2/5 Inference for coefficients;
Joint Confidence Regions;
Random regressors; 
Specification error;
Confidence and prediction intervals		 Hw2 due
Chap. 9.4 -9.8 Joint Conf. Ellipse 1;
Joint Conf. Ellipse 2;
Crime data info;
Crime data;
R Conf. Ellipse code
9a,b 2/7 Vector Geometry of Linear Models Exam 1 take home;
Anova data 		Chap. 10.1-10.4 Geometry R code
Geometry SAS code;
Geom. SAS Fig1 ;
Geom. SAS Fig2 ;
LS Geometry figure
10 2/12 Homework 2 review;
Vector Geometry of Linear Models		   Chap. 10.1-10.4 Figure 10.7 R code
Anova R code
Anova Geometry SAS code ;
Anova SAS 1;
Anova SAS 2
11a,b,c 2/14 Vector Geometry of Linear Models;
Statistical theory for linear models;
Theory about TSS decomposition		   Chap. 10
and extra		 Quadratic form SAS code
  2/19 Exam 1        
12a,b 2/21
 Hat values and residuals;
Measuring Influence 		Hw3, due lecture 16 Chap. 11-1-11.5 Duncan.txt;
Hat, resid SAS program;
Hat, resid SAS output;
R Hat, resid code
EA1, 13 2/26 Exam 1 Review; Joint Influence   Chap. 11.6-11.8 Partial Reg. SAS code;
Partial Reg. SAS output;
R Partial Reg. code;
R Forward Search code;
R Forward Search Figure
14a, b 2/28 The normality assumption;
The constant variance assumption		   Chap. 12.1-12.2 SLID1.txt;
Quantile/KDE SAS program;
Quantile/KDE SAS output;
R quantile/KDE code;
WLS SAS code;
WLS SAS output;
R WLS code;
Sandwich SAS code;
Sandwich SAS output;
R Sandwich code
15a,b,c,d 3/5 The linearity assumption;
Discrete data;
Box-Cox transformations		   Chap. 12.2-12.6 Part. resid. example SAS;
Part. resid SAS output;
SLID part.res. SAS code;
SLID part. res. output;
R part. res. code;
Vocabulary.txt;
discrete data SAS code;
discrete data SAS output;
R discrete data code;
Box-Cox SAS code;
Box-Cox output;
R Box-Cox code
16a,b,c, 3/7 Box-Tidwell transformations;
More tests for constant variance;
Structural Dimension		 Hw3 due ; Hw4, due lecture 21 Chap. 12.5-12.6 Box-Tidwell SAS code;
Box-Tidwell output;
R Box-Tidwell code;
BFox.txt
  3/11-3/15 Spring break - no classes      
17a,b,c,d 3/19 Hw3 review;
Detecting Collinearity;
Model Respecification;
Variable Selection; 		  Chap. 13.1-2 Collinearity SAS code;
Collinearity output;
R Collinearity code
Model selection SAS code; 
Model selection output;
R Model selection code;
18a,b 3/21 Variable Selection Methods   Chap. 13.1-2 Ridge regr. SAS code;
Ridge regression output;
R Ridge reg. code;
ESL example SAS code;
ESL data
19 3/26 Nonlinear Regression   Chap. 17.4 Nonlinear regr. SAS code;
Nonlinear regr. output;
R Nonlinear code
20 3/28 Models for Dichotomous Data Hw4 due;
Exam 2 take home		 Chap. 14.1 Cereals.txt;
Simple Logistic Reg.code;
SAS Logistic Reg output;
R Logistic Reg. code
21 a,b 4/2 Models for Dichotomous Data;
Generalized Linear Models 		  Chap. 14.1,
15.1		 SLID-women.txt;
Logistic Reg. SAS code;
Logistic Reg. SAS output;
R Logistic Reg. code
22 4/4 Homework 4 Review;
The Structure of Generalized Linear Models		   Chap. 15.1-2 SAS Deviance calculation;
SAS Dev. Calc. output;
R code
  4/9 Exam 2       
23a,,b,c,d 4/11 The Structure of Generalized Linear Models;
GLMs for Count Data		   Chap. 15.1-2 Ornstein.txt;
Poisson Reg. SAS code;
Poisson Reg. output ;
R Poisson Reg. code ;
IWLS SAS code;
IWLS SAS output
EA2,
24 a,b,c		 4/16 Exam 2 Review;
Statistical Theory for Generalized Linear Models		 Hw5, for review Chap. 15.3 Delta method SAS code;
Delta method R code
25 4/18 Diagnostics for Generalized Linear Models   Chap. 15.3-4 Deviance calculation SAS code;
Deviance output;
GLM Diag. SAS code;
GLM Diag. output;
R GLM Diag. code
26 4/23 Introduction to Mixed Models     Mixed SAS code;
Mixed SAS output;
R Mixed code
27 4/25 Mixed Models Exam 3 take home;
baseball data; prob 4 data 		Chap. 23.1-6 SAS School code;
SAS Eating code;
R Eating code
28 4/30 Student talks      
29 5/2 Homework 5 review      
  Finals
week		 Office hours: TBD
   . .
  Finals
week		 Final Exam
  . .