This course is the third semester of the required four semester applied statistics sequence in the School of Statistics Ph.D. program. To enroll in this course you must be a second-year Ph.D. student in statistics or have permission of the instructor.

The course meets 2:30-3:20 MWF (09/07/2011 - 12/14/2011) 206 Vincent Hall. Class will not meet on Friday, November 4.

Handouts

• Sept. 7, 2011 Course syllabus.
• Sept. 7 linear mixed model. R commands: fishgrowth.R.
• Sept. 12 generalized linear mixed model. R commands: glmm2.R.
• Sept. 16 smoothing with one predictor. R commands: smoothing.R.
• Sept. 23 Effects plots. R commands: effects.R.
• Sept. 28 additive models. R commands: gam.R.
• Oct. 3 generalized additive models. R commands: gam2.R.
• Oct. 5 Robust (M and L1) fitting. R commands: robust.R. quantreg vignette: rq.pdf, quantreg manual quantreg.pdf.
• Oct. 10 Recursive partitioning: rpart.R Here is a link (U of M only) to a book by R. Berk that has extended presentations of these topics: Statistical Learning from a Regression Perspective.
• Oct. 21 Artificial Neural Networks. R commands: nnet.R.
• Oct. 24 Variable Selection and Regularization. R commands: lasso.R.
• Nov. 2 Manova. R commands: manova.R.
• Nov. 7 Chapter 8, low-dimensional approximations. R commands: chap8.R.
• Rev. Nov. 17 Chapter 9, PCA. R commands: chap9.R.
• Rev. Nov. 18 Chapter 10, Factor analysis. R commands: chap10.R.
• Nov. 21 Chapter 11, Clustering. R commands: chap11-clustering.R
• Dec. 2 Chapter 12, LDA. R commands: chap12-lda.R.
• Nov. 29 Chapter 14, Canonical Correlations and seemingly unrelated regression. R commands: chap14-cancor.R.

Assignments

• Due Sept. 21 Assignment 1.
• Due Sept. 30 Assignment 2.
• Due Oct. 12 Assignment 3.
• Due Oct. 21 Assignment 4.
• Due Oct. 28 Assignment 5.
• Due Nov. 16 Assignment 6.
• Due Nov. 23 Assignment 7.
• Due Nov. 22 Assignment 8.
• Due Dec. 7 Assignment 9.
• Due Dec. 14 Assignment 10.