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STAT 423

Applied Regression and Analysis of Variance

Lecture:
MWF 2:30-3:20, THO 125

Lab:
Wed 3:30-4:20, THO 119
Instructor
  • Peter Hoff ( pdhoff )
  • C-319 Padelford
  • Office Hours: Tue 1:00-2:00, Wed 9:30-10:30 in PDL C-319.
TA
  • Mingwei Tang ( mingwt )
  • A-318 Padelford
  • Office Hours: Mon 10:00-11:00 in CMU B023, Thu 11:30-12:30 in PDL A-318.
Please include "423" (without quotes) in any emails to allow for appropriate filtering.
Texts
  • Applied linear regression (Weisberg, 2014): Available online via the UW library
  • An introduction to R: html, pdf
Schedule
  • Week 1:
    • Reading: W Chapter 1, Sections 2.1-2.2, Appendix 1.1-1.3, 6
    • Homework 1: Assigned 1/6, due 1/13. Please read the instructions.
  • Week 2:
    • Reading: W Sections 1.3-1.4, 2.3-2.8
    • Homework 2: Assigned 1/13, due 1/20.
  • Week 3:
    • Reading: W Chapter 3
    • Homework 3: Assigned 1/20, due 1/27.
  • Week 4:
    • Reading: W Chapter 3 again
    • Homework 4: Assigned 1/29, due 2/5.
    • Quiz on 1/29
  • Week 5:
    • Reading: W Chapter 4
    • Homework 5: Assigned 2/5, due 2/12.
  • Week 6:
    • Reading: W Chapter 5
    • Homework 6: Assigned 2/12, due 2/19.
  • Week 7:
    • Reading: W Chapter 6
    • Quiz on 2/19
  • Week 8:
    • Reading: W Chapter 7
    • Homework 7: Assigned 2/24, due 3/2.
  • Week 9:
    • Reading: W Chapter 10
    • Homework 8: Assigned 3/2, due 3/9.
  • Week 10:
    • Reading: W Chapter 12
    • Homework 9: Assigned 3/9, due 3/18.

Course Outline

  1. Simple linear regression (W 1-2)
  2. Multiple linear regression (W 3-4)
  3. Analysis of covariance (W 5-6)
  4. Generalized least squares (W 7)
  5. Assumptions, diagnostics and remedies (W 8-9)
  6. Variable selection (W10)
  7. Generalized linear models (W 12)
Evaluation
  • Seven or so homework assignments
  • Two in class quizzes (1/29 , 2/19)
  • A final with in-class and take-home components
Late homework policy: Each turned in item receives an initial grade of x, then the actual grade is y=x exp(-d/8), where d is the number of days (including weekends) after the due date I receive the work. Everyone receives one grace day to be applied to one homework for the entire quarter.