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## STAT 571A/MATH 571A − Advanced Statistical Regression Analysis

Description: Regression analysis including simple linear regression and multiple linear regression. Matrix formulation and analysis of variance for regression models. Residual analysis, transformations, regression diagnostics, multicollinearity, variable selection techniques, and response surfaces. Students will be expected to utilize standard statistical software packages for computational purposes.

Prerequisite(s): MATH 363 or equivalent; and MATH 410 or MATH 413, or equivalent.

This course in

Advanced Statistical Regression Analysisprovides graduate students in statistics, biostatistics, mathematics, and related disciplines with an in-depth course of study in regression models and associated data analyses. It explores advanced regression topics, including regression diagnostics and simultaneous inferences, and other miscellaneous topics.

## Fall 2014

The course will meet Mondays and Wednesdays from 3:00 pm - 4:15 pm in Medical Research Bldg. (MRB), 1656 E Mabel St. (Bldg. no. 241), room 102.

The textbook is, 4th Edition (2004) by Michael Kutner, Christopher Nachtsheim, and John Neter. Additional online resources are available at the book'sApplied Linear Regression ModelsStudent Download Site. The course syllabus gives complete information.

## Attendance

Students are expected to attend class. If important circumstances prevent this, it is the student's responsibility to find out what was covered in class, what was assigned for reading or homework, and what special announcements (if any) were made. "Excessive absence" in this class will be construed to be absence from more than 10 percent of the scheduled class sessions, whether excused or unexcused, and will be subject to Administrative Drop as per University policies.

## Homework Assignments - Fall 2014

Homeworks are based on exercises from the textbook.Homeworks are due as assigned.

No exceptions.

These assignments are subject to revision with prior notice. Complete data for the problems are available in the Textbook's CD or online.Textbook Date due Chapters Exercises ------------------------------------------------- Oct. 6 1-2 1.2, 1.4, 1.9, 1.20a*d*, 1.21*, 1.28, 2.5a*b*c*d*, 2.6a*b*c*d*, 2.6e(part 'b' only)*, 2.14a*b*d*, 2.17*, 2.18*, 2.24a*b*c*d*, 2.30, 2.32, 2.42*, 2.46*, 1.34 Oct. 20 3 3.4c*d*f*, 3.4e(plot only)*, 3.4g(use Brown-Forsythe), 3.5c*d*f*, 3.5e(plot only)*, 3.5g(use Brown-Forsythe), 3.13a*b*, 3.15ab, 3.16, 3.18, 3.20 Oct. 20 1-3Exam 1Oct. 29 4-5 4.1, 4.3*, 4.7*, 4.11, 4.12, 4.13, 4.16*, 4.17*, 4.22, 5.3, 5.4*, 5.12*, 5.17, 5.19*, 5.23* Nov. 17 6-7 6.2, 6.3, 6.5abcd, 6.6 ,6.7 ,6.8 ,6.9c*, 6.10a*b*, 6.22, 7.1, 7.3, 7.4*, 7.24, 7.25*, 7.28, 7.29 Nov. 17 4-7Exam 2Dec. 3 8-9 8.15, 8.19*, 8.23, 8.27, 9.5, 9.8, 9.10b*c*, 9.11*, 9.15bc, 9.16, 9.18a(use backward elimination) Dec. 10 10-11 10.1, 10.9abcdeg, 10.21a*b*, 10.22*, 10.24, 10.25, 11.1, 11.2, 11.3, 11.7a*, 11.7b(use Brown-Forsythe), 11.7d*e*f*, 11.25 Dec. 15Comprehensive Final Exam* Student solution manual answer available

## Specialized Downloads - Fall 2014

Textbook Errata List.

Sample R code for PRESS plot with data from Chapter 9, Table 1.

A technical report giving Tables of P-values for t- and Chi-square distributions.

Selected online encyclopedia entrieson regression analysis (access requires the University Library's online subscription):

Formulas and identities for calculating the sample variance and associated sums of squares. Background on Sir Francis Galton. Galton's concept of regression to the mean. The Method of Least Squares for linear regression. Aspects of Quadratic Forms, including degrees of freedom for mean squares in linear (regression) models. For those who are interested, a review of Simpson' Paradox. An introduction to Kimball's Inequality.

Appendix A Notes (Short) R intro. Notes Chapter 1 Notes Chapter 2 Notes Chapter 3 Notes Chapter 4 Notes Chapter 5 Notes Chapter 6 Notes Chapter 7 Notes Chapter 8 Notes Chapter 9 Notes Chapter 10 Notes Chapter 11 Notes

## General R Language Downloads/Links

Suggested reading: The R Guide, ver. 2.5

R language comprehensive archive

R language FAQ page

R language online introduction

## Student Responsibilities

Readthe sections of the text to be covered prior to the class.Attendclass regularly.Arriveon time.Askquestions if you don't understand an issue.Attemptto do all assigned homework and writing assignments. (Come to Office Hours if encountering difficulty.)

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