Stat 541 Fall 1998

Instructor 

Richard Waterman     waterman@compstat.wharton.upenn.edu
http://www-stat.wharton.upenn.edu/~waterman/homepage.html
Tel. 215.573.3637  Fax 215.898.1280
Department of Statistics, 3025 SH-DH, 3620 Locust Walk,
Philadelphia PA 19104.6302.

Objectives

The course will provide students with an exposure to statistical methods intended for exploratory and creative data analysis. Students should become familiar with a range of modern tools and techniques suited to this task. Methods will be implemented in SPlus, the data analysis tools most suited to the approach taken in the course. Statistical theory will be addressed in so far as it guides practice, but not for its own sake.

Resources

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Frederick Mosteller and John W. Tukey. (1977) Data Analysis and Regression. Addison Wesley. ISBN0-201-04854-X
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Venables & Ripley. (1994) Modern and Applied Statistics with S-Plus, Springer-Verlag
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Hoaglin, Mosteller and Tukey (Eds.) (1982) Understanding robust and exploratory data analysis. Wiley
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Stanford Weisberg. (1985) Applied linear regression. Wiley
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Cook and Weisberg. (1994) An introduction to regression graphics. Wiley
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McCullagh and Nelder. (1989) Generalized Linear Models. Chapman and Hall

Topics

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Summarizing, massaging and exploring data
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Graphical tools and displays
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Numerical summaries
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Transformations
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Standardization
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Scatterplot smoothing
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Conditioning/Trellis

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The origin of the data -- or the i.i.d. mantra
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Sampling
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Cluster sampling

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Modeling
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Classical linear models
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Regression
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Anova and multiple comparisons

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Generalized linear models
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Logistic regression
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Poisson regression

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Model assumptions, diagnostics and graphics

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Model selection - cross-validation and out of sample prediction
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Variance estimation - Bootstrap and jackknife

Assignments and grading

There will be six assignments over the semester. Each assignment will involve analyzing a dataset, with the purpose of applying techniques learnt in class and interpreting results. Each assignment will contribute 16.67% toward the final grade.

Calendar 

   September 1998
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   October 1998
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   November 1998
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29 30

   December 1998
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Richard Waterman
Wed Sep 9 23:30:06 EDT 1998