Statistics 500/Psychology 611:

Introduction to Regression and Anova

Paul R. Rosenbaum

Professor, Statistics Department, Wharton School

Description

Statistics 500/Psychology 611 is a second course in statistics for PhD students in the social, biological and business sciences.  It covers multiple linear regression and analysis of variance.  Students should have taken an undergraduate course in statistics prior to Statistics 500.

Course Materials

The text is Applied Regression Analysis and Multivariable Methods, 3rd edition, 1998, by Kleinbaum, Kupper, Muller, and Nizam, Pacific Grove, CA: Duxbury Press.  We will cover the first 20 chapters. There is also a bulkpack consisting of photocopies of computerized data analysis which is available from Wharton Reprographics.  Students make extensive use of the computer to analyze data.

Topics

1-Review of basic statistics.  

2-Simple regression. 

3-Multiple regression. 

4-General linear hypothesis. 

5-Woes of Regression Coefficients.

6-Transformations.

7-Polynomials. 

8-Coded variables. 

9-Diagnostics. 

10-Variable selection. 

11-One-way anova. 

12-Two-way and factorial anova.

Course Data Sets are at:

http://download.wharton.upenn.edu/download/pub/stat/Fall-2001/STAT-500/