Lecture Schedule Spring 2017
Lecture Date Topic(s) Data/Assignment Reading Computer Program
1a,b,c 1/12 Introduction;
Review of simple and multiple regression;
Matrix and 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
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 1/17 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,c 1/19 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 1/24 ANOVA; Statistical theory for linear models Hw1 due
Chap. 9.1-9.2  
5a,b,c 1/26 Statistical theory for linear models Hw2, due lecture 8 Chap. 9.1-9.2  
6a,b 1/31 Homework 1 review;
More statistical theory for linear models;
Properties of the least-squares estimator
  Chap. 9.3-9.4  
7 2/2 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 2/7 Inference for coefficients;
Joint Confidence Regions;
Random regressors;
Specification error;
Confidence and prediction intervals

Chap. 9.4 -9.7 Joint Conf. Ellipse 1;
Joint Conf. Ellipse 2;
Crime data info;
Crime data;
R Conf. Ellipse code
9a,b 2/9 Vector Geometry of Linear Models Hw2 due;
Exam 1 takehome;
Concrete data
Chap. 10.1-10.4 Geometry R code
Geometry SAS code;
Geom. SAS Fig1 ;
Geom. SAS Fig2 ;
LS Geometry figure
10 2/14 Homework 2 review;
Vector Geometry of Linear Models
  Chap. 10.1-10.4 Anova R code
Anova Geometry SAS code ;
Anova SAS 1;
Anova SAS 2
11a,b,c 2/16 Vector Geometry of Linear Models;
Statistical theory for linear models;
Theory about TSS decomposition
  Chap. 10
and extra
Quadratic form SAS code
12 2/21 Exam 1        
13a,b 2/23
Note alternate location!!
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
14 2/28 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
15a, b 3/2 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
16a,b,c,d 3/7 The linearity assumption;
Discrete data;
Box-Cox transformations
Hw3 due 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;
discrete data SAS code;
discrete data SAS output;
R discrete data code;
ox-Cox SAS code;
Box-Cox output;
R Box-Cox code
17a,b,c,d 3/9 Box-Tidwell transformations;
More tests for constant variance;
Structural Dimension;
Detecting Collinearity
Hw4, due lecture 20 Chap. 12.5-12.6;
Chap. 13.1-2
Box-Tidwell SAS code;
Box-Tidwell output;
R Box-Tidwell code;
Collinearity SAS code;
Collinearity output;
R Collinearity code
  3/13-3/17 Spring break - no classes      
18a,b,c 3/21 Hw3 review;
Detecting Collinearity;
Model Respecification;
Variable Selection;
  Chap. 13.1-2 Model selection SAS code
Model selection output;
R Model selection code;
19a,b 3/23 Variable Selection Methods   Chap. 13.1-2 Ridge regr. SAS code;
Ridge regression output;
R Ridge reg. code;
ESL example SAS code;
ESL data
20 3/28 Nonlinear Regression   Chap. 17.4 Nonlinear regr. SAS code;
Nonlinear regr. output;
R Nonlinear code
21 3/30 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
22 a,b 4/4 Homework 4 Review;
Models for Dichotomous Data
  Chap. 14.1 SLID-women.txt;
Logistic Reg. SAS code;
Logistic Reg. SAS output;
R Logistic Reg. code
23 4/6 The Structure of Generalized Linear Models   Chap. 15.1-1 SAS Deviance calculation;
SAS Dev. Calc. output
24 4/11 Exam 2       
25 4/13 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
26 a,b 4/18 Exam 2 Review;
Statistical Theory for Generalized Linear Models
Hw5, for review Chap. 15.3  
27 4/20 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
28 4/25 Introduction to Mixed Models     Mixed SAS code;
Mixed SAS output;
R Mixed code
29 4/27 Mixed Models Exam 3 take home;
Seattle; Oakland; Texas; Alaska
Chap. 23.1-6 SAS School code;
SAS Eating code;
R Eating code
30 5/2 Student talks      
31 5/4 Homework 5 review      
Office hours: M 9:30-12
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Exam on  Monday, May 8 at 12:30 pm
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