STATS 330/762 Course Information 2011

 

Lecturer: Alan Lee
Department of Statistics
Room 265, Mathematics and Physics Building
Telephone : 373 7599 extension 88749 Fax: 373 7018
email:
lee@stat.auckland.ac.nz or aj.lee@auckland.ac.nz

 

Office Hours:

Office hours are 10:30 - 12:00 Tuesday and Thursday. Students may expect to find me in my office and available for consultation during these times. Outside office hours I don't guarantee to be in, but welcome enquiries if I am. Alternatively, make an appointment with our Departmental Manager Karen McDonald in Rm 202.

 

Lectures:

Monday Tuesday and Thursday at 8:00 am. Monday and Thursday in MLT1 and Tuesday in  Eng1404. First class meeting is on Monday 18th July. Note that the lectures for the third week will be taken by Arden Miller, the rest by Alan Lee.

 

Tutorials:

Every week on Thursday we have a two hour-long tutorial sessions: the first from 12 to 1 and the second from 4 to 5. They are held in the first floor tutorial laboratory in Building 303S, Room 303-130. I operate these as drop-in sessions, so you can come at anytime during the two hours. Usually a worksheet is available for you to work through, so you can develop the R skills required for the current assignment.  Help is also available for any aspect of the course. NB: Tutorials begin in the second week.

 

Course Content:

This course provides an introduction to the process and procedures of statistical modelling. The topics to be covered include graphical methods, multiple regression, regression diagnostics, analysis of variance and analysis of covariance. We also consider some extensions of this kind of analysis to generalized linear models, including log-linear models and logistic regression models, with particular emphasis on the analysis of contingency tables.

 

Computing:

To do the assignments you will need to use a computer. You can either use one of the University computer laboratories, or your own personal computer.  Some help on computing issues is available in the large computer laboratory in the basement of the Building 303 Extension

 

The computer language used in the course is R. If you are using your own computer, you will need to load R onto it. See the course website for instructions.

 

Assignments:

For students enrolled in STATS 330, will be five assignments. The due dates are given in the Course Planner below. The assignments will typically call for a computer analysis of a set of data. I much prefer that they be typed, using Word or Latex. Students enrolled in STATS 762 will do an extra assignment.

 

Test:

Instead of a lecture, there will be a test of one hour's duration on Tuesday Sept 13, at the usual lecture time and place. The test will be "closed book". Students enrolled in STATS 762 will also sit an extra test in week 10 of the semester, time and place to be arranged.

 

Examination:

The final examination for both STATS 330 and STATS 762 will be held at a time and place to be arranged.  It will also be "closed book", and be of 3 hours duration. The exam will be partly multiple-choice.

 

Texts:

The coursebook for this course is available on the class web page, and also is available for purchase at the Student Resource Centre. In addition, electronic copies of all the lecture slides (with voice-over) are available on the class web page. A reading list is also given below. 

 

Web Page:

All the course materials are available on the Web. Follow the link on the class Cecil page. All assignments will be distributed via the Web and via CECIL. There is also a bulletin board, which you should consult regularly. You can also access the course page via the URL www.stat.auckland.ac.nz/~lee/330/

 

Assessment:

The final mark for the year is calculated on the basis of the assignments, the test and the end of year examination. The assessment components for both STATS 330 and STATS 762 are valued as follows (total 100%)

 

Assignments: 20%

Test 20%

Examination 60%

In order to pass the paper you must get 50% out of the total of 100%.

Note: It is very important that you attempt ALL of the assignments and sit the test. Assignments are a very important part of this course as they give you practice in applying the theory and techniques presented in lectures to actual problems. You will find it difficult to master the ideas discussed in the course without the practice you get

from doing the assignments.

 

Collaboration:

It is my view that discussion with other students is an important part of the learning process and I encourage you to discuss problems with each other (and me!) However, you must not copy the details of another person's assignment. In other words, you can work together to decide how to do an assignment, but you must write up your own solutions. You must not collaborate during tests and examinations.

 

Reading List:

I have found the following books useful in the preparation of the course. Some of them are classic works - the material in this course is very traditional, apart from the use of R.

 

A Agresti, (2002). Categorical Data Analysis, 2nd Ed, Wiley.

 

JM Chambers, WS Cleveland, B Kleiner and PA Tukey, (1983). Graphical Methods for Data Analysis, Duxbury Press.

 

JM Chambers and TJ Hastie, (1992). Statistical Models in S, Wadsworth.

 

S Chatterjee, AS Hadi (2006). Regression Analysis by Example (4th Ed), Wiley.

 

WS Cleveland, (1994). The Elements of Graphing Data (revised Ed), Hobart Press.

 

WS Cleveland, (1993). Visualizing Data, Hobart Press.

 

RD Cook and S Weisberg, (1982). Residuals and Influence in Regression, Chapman and Hall.

 

RD Cook and S Weisberg, (1999). Applied Regression Including Computing and Graphics, Wiley.

 

P Dalgaard, (2002). Introductory Statistics with R, Springer.

 

AJ Dobson, (2002). An Introduction to Generalized Linear Models (2nd Ed), Chapman & Hall.

 

NR Draper and H Smith, (1998). Applied Regression Analysis (3rd Ed), Wiley.

 

J Fox, (1997). Applied Regression Analysis, Linear Models, and Related Methods, Sage Publications.

 

J Fox, (2002). An R and S-Plus Companion to Applied Regression, Sage Publications.

 

T Hastie and RJ. Tibshirani, (1990). Generalized Additive Models. Chapman and Hall.

 

T Hastie, R Tibshirani and J Friedman. (2009). The Elements of Statistical Learning : Data Mining, Inference, and Prediction (2nd ed). Springer.

 

DW Hosmer and S Lemeshow, (2000). Applied Logistic Regression (2nd Ed), Wiley.

 

DG Kleinbaum and M Klein, (2002). Logistic Regression : a Self-Learning Text. New York: Springer.

 

S Menard, (2002). Applied Logistic Regression Analysis. Thousand Oaks, Calif.: Sage Publications.

 

DC Montgomery, EA. Peck and GG Vining. (2001). Introduction to Linear Regression Analysis (3rd Ed), Wiley.

 

P Murrell (2006). R Graphics. Chapman and Hall

 

WN Venables and BD Ripley, (2004). Modern Applied Statistics with S, 4th Ed, Springer.

 

WN Venables and DM Smith, (2002). Introduction to R, Springer.

 

S Weisberg, (1985). Applied Linear Regression (2nd Ed), Wiley.

Course Planner: Chapters refer to chapters in the coursebook.

 

Week

Starting

Monday

Tuesday

Thursday

1

18/07/2011

Lecture 1. Chapter 1

Lecture 2. Start Chapter 2

Lecture 3 Continue Chapter 2. No Tutorial

2

25/07/2011

Lecture 4. End Chapter 2. Tutorial 1

Lecture 5. Begin Chapter 3.

Lecture 6. Continue Chapter 3.Tutoral 1.

3

1/08/2011

Lecture 7. Continue

Chapter 3.

No lecture

Lecture 8. Continue Chapter 3.Tutorial 2.

Ass. 1 due

4

8/08/2011

Lecture 9. Continue

Chapter 3.

Lecture 10. Continue Chapter 3.

Lecture 11. Continue Chapter 3. Tutorial 3

5

15/08/2011

Lecture 12. Continue

Chapter 3.

Lecture 13. Continue Chapter 3.

Lecture 14. Continue Chapter 3.Tutorial 4

Ass. 2 due

6

22/08/2011

Lecture 15. End Chapter 3.

 

Lecture 16 Begin Chapter 4.

Lecture 17. Continue

Chapter 4. Tutorial 5.

 

Mid-Semester Break

7

12/09/2011

Lecture 18. Continue

Chapter 4.

In class test

Lecture 19. End Chapter 4. Tutorial 6, Ass. 3 due

8

19/09/2011

Lecture 20. Begin Chapter 5.

 

Lecture 21. End Chapter 4.

Lecture 22. Continue Chapter 5. Tutorial 7

9

26/09/2011

Lecture 23. Continue

Chapter 5.

Lecture 24. Continue Chapter 5.

Lecture 25. Continue Chapter 5. Tutorial 8

Ass. 4 due.

10

3/10/2011

Lecture 26. Continue

Chapter 5.

Lecture 27. Continue Chapter 5.

Lecture 28. Continue Chapter 5.

Tutorial 9

11

10/10/2011

Lecture 29. Continue

Chapter 5.

Lecture 30. Continue Chapter 5.

Lecture 31. Finish Chapter 5.

Tutorial 10. Ass. 5 due

12

17/10/2011

Lecture 32.

Course overview

Lecture 33.

Revision

No Lecture