Syllabus Lectures: T. 1310-1500, R. 1610-1700 @ SE A316 Instructor: Yu-Ling Tseng. Office Hours: T. 12:00~13:00 W. 13:00~13:50 TA: 戴 傳軒 W. 17:00~18:00 @SE A413 蘇羿豪 T. 17:00~18:00 @SE A408 ～ 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
學 期只有17周上課時間，學校行事曆18周的彈性補課我們就安排如下。。。。
上
課上到第17周 0111 星期二 （星期二 13點整 開始上課 ）
然
後
期
末考相關：
I 上
機考試時間 第
17周 0113（星 期四）： 16：10 ～
17：00 在系電腦教室考
每組 代表應考同學 請 務
必 以USB攜帶課本的所有資料檔案來考試,
請 提早
（電腦教室15點開始借） 到電腦教室挑選要用的電腦，並將你覺得需要的檔案先放到電腦桌面，方便考試時的參考。
上機考試：open book, open notes, open web, open
anything........
101 劉純儒 102 蔡茗畯 103 黃培毓 104 鍾宜玲 105 白敏倩 106楊耀鈞
107 吳姿儀 108 蔡濬宇
各 組可以有一人陪考
II 紙筆考試時間
第18周 0118 （星期二）：
13：10 ～ 15：00 上課教室考
同學可攜帶計算機應考
8 | 2267
9 | 3
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因為颱風假影響進度，
即日起迴歸分析 星期二的課 13點整 開始上課
每周補個10分鐘課，10周剛好兩節課
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迴歸分析 線上上課 訊息
時間 星期二 下午1:00 - 3:00 星期四 下午4:00 - 5:00
課程代碼
https://classroom.google.com/c/Mzg5MzI3Mjg4NDM3?cjc=in2pqn6
視訊通話連結：https://meet.google.com/mty-cybj-qng
https://drive.google.com/open?
| (date discussed in class)
Programs |
Description |
| (20211007) SetUp(1) | SetUp(1) shows
you how to: 1. devide graphical windows (not necessary if using R studio where you use the left program with extension .r) 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 |
| (2021102 ) 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 |
| (20211123) 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 |
| (20211207)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) |
| (20211223) 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........ |
| (20220104/6) 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 . |
| (20220104/6)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. |
| GOFBFtests CookDBetaOutliers 20220111 Yes's note |
(by Robert
I. Kabacoff, Ph.D. )Very
informative web site on R| Date |
Problems (作
業成績10％由各組派一代表和助教面試講解一題要用R程式回答的問題；題目採先選先贏制，講過題目其他組不得再選擇喔） |
Due
date |
| 0106 | Ch.3
: 9 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 |
| 1228 | 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) |
0106 |
| 1125 | Ch.6 : 6 (c), 11 (b), 16 (b, c), 17, 19 | 1214 期中考，所以這作業不用交，請同學自行練習喔 |
| 1118 | These
Problems and Ch.2 : 27 (已 被選）, 28 Ch.6 : 4, 5 (a, b)(已 被選）, 6 (a, b) (已 被選）, 7, 15 (c), 16 (a), 26 |
1125 |
| 1104 | Ch.6 : 2, 22, 23, 24, 25 | 1111 |
| 1021 | Ch.1 : 19 (已
被選）, 28(已
被選）, 45 Ch.2 : 4 (已 被選）, 8 (a, c), 10, 13 , 23 (a, c) Ch.5 : 17, 18. 19 |
1104 |
| 1007 | Ch.1 : 7, 8, 33, 34, 39 (a) , 41 Ch.2 : 3, 17. |
1021 |
課本：Applied Linear Statistical Models, Applied Linear Regression Models, 5th ed, Kutner, Nachtsheim, Neter and Li, 2019, McGRAW-HILL International. 洽華泰書局 周益彰 先生（0910-275877）
參考書目：
1. Applied Regression Analysis, 2nd ed, Draper, N. R. and Smith, H., 1981,
Wiley.
2. Introduction to Linear Regression Analysis, 2nd ed, Montgomery, D. C.
and Peck, E., 1991, Wiley.
