M384G/CAM384T/M374G, Fall 2008

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Class handouts, etc.

Course Announcement

First day handout

Assignments

 Understanding Hypothesis Tests (for class discussion Monday, Sept. 8)

Inference Comparing Two Means (to read before doing Problem III of assignment for Friday, Sept. 12)

What Is Probability? (Notes for Sept. 8)

Conditional and Marginal Means (Notes for Fri. Sept. 12)    Lecture notes     

Introduction to Smoothing (for Mon, Sept. 15)  Lecture notes    Slides (2 per page)

Lowess ± SD (for Wed., Sept. 17) (just one page)

Joint, Conditional, and Marginal Distributions (Fri. Sept. 19 and/or Mon. Sept. 22)     Lecture Notes    Slides (2 per page)

Independence, Covariation, and Correlation (Mon. Sept. 22 and Wed. Sept. 24) Lecture Notes (5 pages) Slides (14 at 2 per page)

Independence of More Than two Random Variables (Wed. Sept. 24) Lecture Notes (1 page) Slides (3 on 2 pages)

Bivariate Normal Distributions (Might start Wed., Sept 24; continue Fri. Sept. 26) Lecture Notes (3 pages) Slides (8 pages on 4 sheets)

Regression in Bivariate Normal Populations (Mon., Sept. 29 and/or Wed. Oct. 1) Lecture Notes (3 pages) Slides (5 pages on 3 sheets)

Probability Plots (Fri. Oct. 3 and/or Mon. Oct. 6) Lecture Notes (1 page) Slides (2 pages on 1 sheet)

Normal Quantile Plot Examples (To go with Probabiliy Plots, Mon. Oct. 7) (Courtesy of Mary Parker; but the sideways orientation is my fault) 

Regression Models (Mon. Oct. 6 and/or Wed. Oct. 8) Lecture Notes (4 pages) Slides (10 pages on 5 sheets)

Least Squares Regression (Wed. Oct. 8 and/or Fri. Oct. 10) Lecture Notes (6 pages) Slides (13 pages on 7 sheets)

Statistical Properties of Least Squares Estimtors (Fri. Oct. 10 and/or Mon. Oct. 13) Lecture Notes (5 pages ) Slides (15 on 8 sheets)

Inference for Simple Linear Regression (Wed. Oct. 15) Lecture Notes (3 pages) Slides (6 on 3 sheets)

Inference for Conditinal Means (Mon. Oct. 20) Lecture Notes (3 pages) Slides (7 on 4 sheets)

Prediction Intervals (Wed. Oct. 22) Lecture Notes (2 pages) Slides (5 on 2 sheets)

Checking Normality (Fri. Oct. 24) Lecture Notes (1 page; same as slides)

Robustness (Fri. Oct. 24 and/or Mon. Oct. 27) Lecture Notes (2 pages) Slides (6 on 3 sheets)

Submodels (Mon. Oct. 27 and Wed. Oct. 29) Lecture Notes (6 pages) Slides (16 on 8 sheets)

Notation for Multiple Linear Regression (Wed. Oct. 29 and/or Fri. Oct. 31) Lecture Notes (2 pages) Slides (4 on 2 sheets)

More on Multivariate Distributions (Fri. Oct. 31 and Mon. Nov. 3) Lecture Notes (3 pages) Slides (8 on 4 sheets)

Predictors, Terms, and Categorical Variables in Multiple Linear Regression (Mon. Nov. 3)  Lecture Notes (1 page; same as slides)

The Multiple Linear Regression Model (Probably Wed. Nov. 5, but we might start it Mon. Nov. 3) Lecture Notes (3 pages) Slides (7 on 4 sheets)

Inference for Multiple Linear Regression (We'll probably start this Wed. Nov. 5 and continue Fri. Nov. 7) Lecture Notes (4 pages) Slides (14 on 7 sheets)

More on Leverage (Mon, Nov. 10) Lecture Notes (1 page) Slides (3 on 2 sheets)

Testing Full Models Against Submodels (Wed., Nov. 12) Lecture Notes (3 pages) Slides (6 pages, 3 sheets)

Find Normalizing Transformations (Also for Wed., Nov. 12) Lecture Notes (1 page)  Slides (3 pages, 2 sheets)

Using the "Find Normalizing Transformations" feature (Fri, Nov. 14) Lecture Notes (1 page) Slides (3 on 2 pages)

Using F-tests for Dropping Terms (Maybe Mon., Nov.17, continued Wed. Nov. 19) Slides (2 on 1 sheet)

Coefficient of Multiple Determination (Fri., Nov. 21) Slides (2 on 1 sheet)

Selecting Terms (Fri., Nov. 21; maybe also Mon., Nov. 24) Lecture Notes (5 pages) Slides (13 on 7 sheets)

Using Mallow's C (Mon. Nov. 24) Slides (2 on 1 sheet)

Factors and Interactions (Wed. Nov. 26) Slides

Diagnostics (We may start these Wed. Nov. 26 and will definitely do this Mon. Dec. 1) Slides

Weighted Least Squares (We may start these Mon. Dec. 1 and will definitley do  this Wed. Dec. 3) Lecture notes ( 3 pp.) Slides (9 on 5 pp.)

Categorical Variables with More than Two Categories (Fri. Dec. 5) Lecture notes (1 p.; same as slides except not broken up into pages)

Other links

Arc website (to download Arc and obtain more information)

Sampling Distribution Demo  Click on Basics, then on Distribution of the Mean. (May take a while.) Other demos may be worth exploring.

Another Sampling Distribution Simulation

Confidence Interval Simulation

Marginal distribution from Joint Distribution

Animation of changing parameters in a bivariate normal distribution

Rotating bivariate normal distributions

Java applet for bivariate normal distribution plus sample (Often slow to load)

Least squares demo (Might not work with Netscape)

Least absolute deviation  and least squares demo

Multiple testing demo