Syllabus Lectures: T. 1310-1500, R. 1610-1700 @ SE A318 Instructor: Yu-Ling Tseng. Office Hours: M. 14:10~15:10 T. 15:10~16:10 (理A409) TA: 潘恩勤 分機：3521. office hour : W. 12:10-13:10@SE A413 ～ 有問題要多多請教助教喔
數學小天地 ～～ 討論 各類 數學相關問題 的好地方 ～～
Prerequisites: Probability Theory, Statistics, Linear Algebra
R Sample Programs ( in text format unless specified otherwise) : You will need to use R for most assignments (find and use the respective data set for each problem in the CD provided with your textbook) & you should find these sample programs quite useful.
| (date discussed in class)
Programs |
Description |
(20160906) SetUp(1) |
SetUp(1) shows you
how to: 1. devide graphical windows 2. assign variables/sequences 3. plot and make titles for the graph 4. generate normally distributed observations/make histograms 5. do simple regressions and related plots (you should see the effect of sample size and s.d. on the fitted reg. lines) 6. quit R |
| (20161020) SetUp(2) ch01ta01 data |
SetUp(2) shows
you how to: 1. scan a data set in your working directory into R 2. get figures and tables in the textbook with the Toluca Company examples 3. construct confidence intervals for reg. coeff.'s, confidence/prediction intervals for the mean response at given predictor x's values 4. construt conf. band for the entire reg line, 5. overlay three type of intervals in one plot for better comparison 6. save the output to a file for preparing your homework, or save the R commands for later use 7. quit R, again. |
| (20161117,
1124)
MLR ch06fi05 data |
MLR shows you how to 1. some basic matrix operations in R, 2. how to obtain the design matrix after fitting a simple linear regression model, With the Dwaine Studios examples 3. do multiple linear regression 4. get figures and tables in the textbook 5. make basic scatter plots for M-L-R data analysis 6. obtain the design matrix 7. get (simultaneous) conf. intervals for reg. coefficients, confidence/prediction intervals for the mean response at given predictors's values 8. get 3D scatterplots |
| (20161129)GLT ch6pr18 data |
GLT
shows you how to 1. obtain SSEs from the full model and the reduced model 2. obtain F(1-alpha; m, k) in R 3. use the general linear test approach for testing certain hypotheses (by giving 3 examples) |
| (20161214) ResidPlot | This program ResidPlot 1. let you get a feeling as how a random sample of size n from N(0, 1) would look like in time sequence plots, and in histograms; and 2. with simulated regression data..... shows you some basic residual-plots for diagnostic in a regression analysis Please note that how a violation of certain assumptions made in reg model affect the display........ |
| WLSE ch11ta01 data |
WLSE
shows you how to do W.L.S.E. when non-constant variances
occurs...... esp. shows you how to get figures and tables in the textbook with Blood Pressure Example on p427 . |
| varstabtrans ch3ta10 data |
This program varstabtrans illustrates a
complete process when analyzing a real data set with nonconstant
variance problem........ Instead on using W.L.S.E. (which is covered in WLSE), we try transformations when nonconstant variances occur in this program. We run through the Case Example -- Plutonium Measurement on p 141 of textbook. Esp. you learn how to delete some data points from a data set, how to update model , and how to get basic diaqnostics residual plots. |
(by Robert
I. Kabacoff, Ph.D. )Very
informative web site on R| Date |
Problems |
Due
date |
| 1227 |
In
R, sum((fitted.values(fm)-mean(y))^2), sum(residuals(fm)^2)
give you SSR
and SSE,
respectively; where y denotes the response variable and fm is the fitted model obtained from lm(y~.....) Ch.10 : 24 Ch.11 : 6 (a~f), 7(a~f), 13, 17 |
這
份作業不用交。 但，同學 一 定 要 自 己 做過這些題目喔 |
| 1215 |
NOTE: When asked to draw a
dot plot in this homework, you may draw the stem-and-leaf
plot, instead. In R, stem(x) gives you the stem-and-leaf plot of data in x. Ch.3 : 3 (a, b, c, d.) (For d, only need to prepare a normal probability plot, i.e. the Q-Q plot) 4 (a, b, c, d, e, f, h) (For e, only need to prepare a normal probability plot, i.e. the Q-Q plot) 6 (a, b, c.) ( For c, only need the Q-Q plot) 8 (a, b, c, d). ( Only Q-Q plot for d) 9 |
1222 HW5sol 感謝助教提供同學作業答案！！ |
| 1124 |
Ch.6 : 6 (c), 11 (b), 16 (b, c), 17, 19 | 1206 期中考，所以這作業不用交，請同學自行練習喔 |
| 1110 |
These
Problems and Ch.2 : 27, 28 Ch.6 : 4, 5 (a, b), 6 (a, b), 7, 15 (c), 16 (a), 26 |
1124 |
| 1027 |
Ch.6 : 2, 22, 23, 24, 25 | 1110 |
| 1020 |
Ch.1 : 19, 28, 45 Ch.2 : 4, 8 (a, c), 10, 13, 23 (a, c) Ch.5 : 17, 18. 19 |
1027 |
| 1006 |
Ch.1 : 7, 8, 33, 34, 39 (a) ,
41 Ch.2 : 3, 17. |
1013 |
