Stat 704, Fall 2012

STAT 704: Data Analysis I, Fall 2012


Syllabus: Syllabus (pdf).
Instructor: Tim Hanson. E-mail: hansont@stat.sc.edu.
Office Hours: Tuesday and Thursday 10-11:30am, and by appointment.
Office: 219C LeConte College, (803) 777-3859.
Class Meeting Time: Tuesday/Thursday 12:30-1:45pm in LeConte College 201A.
Textbook: Applied Linear Statistical Models (5th edition) by Kutner, Nachtsheim, Neter, and Li.

Lecture schedule and notes

  • Thur., August 23: Random variables, expectation, densities for common distributions. Course notes; some SAS code. Textbook data sets are available here.
  • Tues., August 28: Normal data inferences, two sample problem, quantile-quantile plots. Course notes. R code for Q-Q plot examples.
  • Thur., Aug. 30: One and two-sample nonparametric tests. Course notes. SAS code. Homework 1.
  • Tues., Sept. 4: Chapter 1: simple linear regression. Course notes. A Java applet illustrating least squares estimation. The sum of the square areas (i.e. sum of squares) is Q. You can plot your own points and play around with the line.
  • Thur., Sept. 6: Chapters 1 and 2. Residuals, normal errors, inferences for slope, the line, and predictions. Course notes. Here's another nice set of notes using KNNL examples.
  • Tues., Sept. 11: Notes continued from last time. Homework 2. SAS code for 2.26(c).
  • Thur., Sept. 13: ANOVA table, general linear test, correlation. Course notes.
  • Tues., Sept. 18: Chapter 5. Correlation, matrices, two-sample problem and simple linear regression using matrices. Course notes.
  • Thur., Sept. 20: Multivariate normal distribution. Course notes. Homework 3.
  • Tues., Sept. 25: Chapter 6. Multiple regression in matrix terms. Course notes.
  • Thur., Sept. 27: Chapter 6. Checking assumptions, diagnostics. Course notes. Some online examples of diagnostics in SAS.
  • Tues., Oct. 2: Chapters 3 and 6. Transformations. Course notes.
  • Thur., Oct. 4: Transformations, cont'd. Surgical unit example in SAS. Start of Chapter 7. Homework 4, due October 16.
  • Tues., Oct. 9: Chapter 7. Extra sums of squares, multicollinearity. Course notes. Handout on details behind VIFs.
  • Thur., Oct. 11: Review for Exam I. Course notes.
  • Tues., Oct. 16: Exam I. Answer key.
  • Thur., Oct. 18: Fall Break.
  • Tues., Oct. 23: Chapter 8. Polynomial and categorical predictors, interactions. Course notes.
  • Thur., Oct. 25: Chapter 9. Model selection and validation. Course notes. Homework 5, due November 8.
  • Tues., Oct. 30: Chapter 9, continued. Chapter 10 diagnostics. Course notes.
  • Thur., Nov. 1: Chapter 10. Diagnostics continued. Examples: SAS code for arterial pressure data and other examples. Homework 6 Due November 15. SAS macro to get added variable plots with observation index, and example.
  • Tues., Nov. 6: General election day; no class.
  • Thur., Nov. 8: Diagnostics, continued. Another nice set of notes.
  • Tues., Nov. 13: Diagnostics, continued.
  • Thur., Nov. 15: Diagnostics, continued.
  • Tues., Nov. 20: Chapter 11: Weighted least squares and ridge regression. Notes.
  • Thur., Nov. 22: Thanksgiving Break; no class.
  • Tues., Nov. 27: Chapter 11: Robust and quantile regression. Notes. Homework 7, due Tuesday Dec. 4.
  • Thur., Nov. 29: Logistic regression. Notes.
  • Tues., Dec. 4: Logistic regression, continued. Short review for Exam II.
  • Thur., Dec. 6: Exam II SAS data step for final exam data. You can bring one page of notes both sides. You can also use SAS/R documentation.
  • Review Material

    You should be acquainted with elementary probability, including discrete and continuous random variables, sampling distributions, point and interval estimation, and hypothesis testing. If you need to review, there are many sets of notes online, for example these excellent notes from Dr. Tebbs.