STAT 2509B Introduction to Statistical Modelling II



STAT 2509B Introduction to Statistical Modelling II

Instructor: A. Woodside office: 4356 HP phone: 520-2600 ext. 8789

email: awoodsid@math.carleton.ca

webpage:

Text: Introduction to Probability and Statistics, 12th ed, by Mendenhall, Beaver, Beaver

Computer Manual: Learning SAS Version 8 (course pack manual sold in Bookstore)

References: Business Statistics in Practice, by Bowerman, O'Connell, Hand

An Introduction to Statistical Methods and Data Analysis, by R. Lyman Ott

Applied Linear Statistical Models, by Netter, Wasserman & Kutner

SAS/STAT User's Guide, Release 6.05 (available in 3393 HP)

Calculators: Only non-programmable calculators may be used for tests and exams. Programmable calculators will be confiscated.

Computer Lab: 4385 HP Labs start the week of Jan. 16

Assignments: There will be 5 assignments. ALL assignments count toward the term mark. They do not all have the same weight.

Tests: There will be a 2-hour midterm held on Friday Mar. 3, 5:00 - 7:00 pm. Rooms TBA in class.

Marking Scheme: Final Exam: 50%

Labs & assignments: 25%

Midterm: 25%

NOTE: 1. A mark of at least 40% is required on the final exam in order to receive a passing grade.

2. At least 3 lab assignments must be handed in or an automatic grade of F will be given for the course.

3. All assignments count for your term mark. Assignments do not all have the same weight.

4. Some of the material to be covered is not in the text. You are responsible for all material covered in class whether it is in the text or not.

Solutions: Solutions to all assignments, review problems, tests, etc. will be put either on the website or on Reserve in the Library. Ask for the STAT 2509 Binder at the Reserve Desk and check the Library on-line reserves.

Paul Menton Centre: Students with disabilities requiring accomodations are encouraged to contact a coordinator at the Paul Menton Centre to complete the necessary letters of accomodation. After registering with the PMC, make an appointment to come and discuss your needs with me at least two weeks prior to the first in-class test. The deadline for submitting completed Formal Examination Accomodation Forms to the Paul Menton Centre for April exams is: March 10

STAT 2509 Approximate Weekly Outline

Week Material Text Sections

|1 |Regression: types of linear regression models. Simple linear regression (SLR): model assumptions, method of | |

| |least squares, estimation of error variance and ANOVA table. |12.1-12.4 |

|2 |F-distribution. F-test for regression relation, coefficient of determination, inference about the slope of the|12.5, 12.6, course notes |

| |line (t-test, C.I. for β1). Residual analysis, variance stabilizing transformations and other remedial | |

| |measures. | |

|3 |Residual analysis continued. Estimating μY/X = E(Y/X) and predicting an individual Y/X. Correlation. |12.6 cont., 12.7, 12.8, course |

| | |notes |

|4 |Review of matrix algebra, matrix approach to SLR. Multiple Regression: the multiple linear regression model |handouts, 13.1 - 13.3, course |

| |and its assumptions, least squares estimators, interpretation of regression coefficients. |notes |

|5 |Matrix formulation of normal equations and solution, ANOVA table and F-test for significance of overall |13.3 cont., 13.7, course notes |

| |relationship, coefficient of multiple determination. Residual analysis. | |

|6 |Confidence intervals for the βj, t-test, partial F-test, multicollinearity |13.3 cont., 13.6, 13.9, course |

| | |notes |

|7 |estimation and prediction, interaction, dummy variables. |13.3 cont, 13.4, 13.5, |

| | |13.10, course notes |

|8 |Analysis of Variance: one-way classification (testing equality of c population means) |11.2, 11.3, 11.4(part),11.5 |

|9 |Multiple comparison tests and confidence intervals. Experimental design: CRD, Randomized block design (RBD) |11.6, 11.1, 11.4, 11.7 |

|10 |ANOVA for RBD, multiple comparison tests. |11.8, 11.11 |

|11 |Non-parametric tests: Kruskal-Wallis and Friedman tests |15.1, 15.6, 15.7 |

|12 |Wilcoxin Rank Sum, Wilcoxin Signed-rank, & Sign tests. Review. |15.2, 15.5, 15.3 |

|13 |Review | |

WARNING: The above weekly schedule is subject to change. Make sure you keep up to date with any changes in order of presentation, etc.

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