Statistics 410: Statistical Computing
and Linear Models
Time & Location: TTh 9:25AM-10:40AM HB21
Required Text: Applied Linear Statistical Models (4th ed), by
Neter, Kutner, Nachtsheim, and Wasserman.
Supplementary Text: Modern Applied Statistics with S-Plus
(3rd ed), by Venables and Ripley.
Instructor: Keith A. Baggerly
Office: 2100 DH
phone: 5282 (longphone: +1-713-348-5282)
email: kabagg@stat.rice.edu
Grading:
50% Homework: assigned approximately weekly on Thursday, due following
Thursday. There will be a 20% deduction for each late day after the
deadline. You are allowed to allowed to collaborate with your classmates
on the homework problems.
Homework Problems will require the use of S-Plus, MATLAB or
a similar computational engine.
50% Exams: there will be two exams, one roughly at midterm, and
the other at the end of the semester. The exams will be take-home,
and will have a computer component to them. I reserve the right to
turn the second exam into a report (I will discuss this in class).
Data & Code:
I will use this location to post large data sets that we will
analyze (to remove the need for typing everything in). I will
also occasionally post snippets of code here (with comments)
to illustrate aspects of S-plus or Matlab.
Data for Homework #1
Data for Homework #2
Data for Homework #3
Data from class, Feb 15
Data for Homework #4
Data from class, Feb 24
Data for Homework #5
Data for Homework #6
Homework:
- HWK 1 (due 1/27): Chapter 1: 27, 41, 42a-c.
Chapter 2: 27, 28, 29. Dot products (from class Thursday).
- HWK 2 (due 2/8): Graphing a regression
function in Splus. You should write an Splus function that takes two
vectors, x and y, and returns: a 2 by 2 matrix of plots, the upper
left should be an x-y plot of the data with the regression line
superimposed, the upper right should be the regression line with
90% confidence bands for the line and for an individual observation
shown, the lower left should be a plot of residuals versus fitted
y values, and the lower right should be a normal QQ plot of the
residuals. The function should also return the numerical values of
b0 and b1, the MSE, and t-values for b0 and b1.
A data set to try this on is given here.
I need the plot, the code, and the nuerical results.
- HWK 3 (due 2/22):
The homework is described in the Data file
here.
- HWK 4 (due 3/2):
The homework is described in the Data file
here.
- HWK 5 (due 3/21):
The homework is described in the Data file
here.
- Exam 1(Due 3/23):
Description
Question 1
Question 2
Question 3
Question 4
- HWK 6 (due 4/11):
The homework is described in the Data file
here.
- HWK 7 (due 4/27):
The homework is described in the in class handout.
No data here this time!
- Exam 2 - The Final (Due end of finals) :
Description
Question 1
Question 2
Question 3
Question 4
All graded homeworks will be in a box outside of 2100 Duncan
Hall.
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Send problems or suggestions to kabagg@stat.rice.edu