PM 511b: DATA ANALYSIS



PM 511b: DATA ANALYSIS

COURSE OUTLINE

TOPIC

1. Introduction (1/10) Dupont §4.19, 5.1-5.5

Mechanistic vs. Descriptive models Course reader pp. 1-17a

Measures of association

Chi-square test for 2x2 tables

Observational Study Designs

Review of Confounding

Mantel-Haenszel Statistic

2. Logistic Regression (1/17) Dupont §4.11-4.9, 4.19-4.23

Model assumptions Course reader pp. 18-34

Maximum likelihood method

Odds ratio & Confidence intervals

Linear predictor & Fitted values

Three methods of hypothesis testing

3. Multiple Logistic Regression (1/24) Dupont §5.6-5.7

Extension of ideas from simple logistic regression Course reader pp. 35-54

Hypothesis testing on several coefficients simultaneously

Confounding & Interaction (effect modification)

4. More on Multiple Logistic Regression (1/31) Dupont §5.8-5.25

Effect modification Course reader pp. 55-65

More on confounding

Confounder adjustment using dummy covariates vs. continuous covariates

5. More on Multiple Logistic Regression (2/7) Course reader pp.66-75

Dose-response models

More on coding variables

6. More on Multiple Logistic Regression (2/14) Course reader pp. 74-75b

Model building strategies

Matching variables

7. More on Logistic Regression (2/21) Dupont §5.26-5.29

Measuring quality of fit Course reader pp. 83-94

Diagnostic plots

MIDTERM February 28th, 11am-1pm.

8. Survival Analysis (3/7-3/21) Dupont §6.1-6.9

Kaplan-Meier Plots Course reader pp.128-140

Logrank test

9. Cox Regression (3/21) Dupont §6.10-6.17, §7.1-7.5

Proportional hazards model Course reader pp. 141-157

Interpretation of coefficients

Estimators, Confidence intervals and test statistics

10. More on Cox Regression (3/28) Dupont §7.5

Multivariable models Course reader pp. 158-168

Stratification

11. More on Cox Regression (4/4) Dupont §7.8, 7.10, 7.11

Testing model assumptions Course reader pp.169-188

Time Dependent covariates

12. Generalized Estimating Equations for Correlated Data (4/11)

Dependent data structures Dupont §11.1-11.5

Modeling mean structure §11.7-11.11

Modeling correlation Course reader pp.189-209

13. More on Generalized Estimating Equations (4/18)

Robust variance estimates for Logistic regression Course reader pp.210-232

Robust variance estimates for Cox regression

14. Poisson Regression (4/25) Dupont Ch 8, 9

Model assumptions Course reader pp.109-127

Risk ratio & Confidence intervals

Goodness of fit; Regression diagnostics

FINAL EXAM May 2nd, 11am-1pm.

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