Syllabus Lectures: T. 1310-1500, R. 1610-1700 @ SE A316 Instructor: Yu-Ling Tseng. Office Hours: T. 1200~1300 R. 1500~1600@SE A409 TA: 張 秝穎 (負責聽用R講解習題)W. 1600~1700 @ SE 412 吳雨瑾 (負責打作業分數)W. 1500~1600 @ SE 434 ~ 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 YesKno時間 有點迷路時聽聽第一堂課的也許有幫助,請直接收聽第29集: https://play.kkbox.com/podcast/episode/9XiNiBkrgcwXNDx5MA
期 末考相關:
I
上 機考試時間 第 17周 0613(星 期四):
16:00 ~ 18:00
線上考
上機考試:open book,
open notes, open web, open anything........
每 組代表應考同學已隨 機 抽選 如下:
101 胡瑜芹 102 呂權祐 103 俞宗瑋 104 陳重佑 105 鄭宗禾 106 林暉哲 107 林伯叡
II 紙筆考試時間 第17周 0611(星期二): 12:30 ~ 15:00 線上考
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
每組一個同學代表去講給助教聽,目前(截至0511)已經有7組完成,其他
5組代表請進快 email 助教 張 秝穎 約定要講的題目,請在0524前完成這部份。
==> 除去到助教處講解習題者外,我們 預計 0528 由各組其他組員中 隨機 選出各組 期末 上機考試 (預計在第18周的星期二, 線上舉行)代表。
403地震影響,0410~0426全校 改 線上上課。。。。。。。
兩件事:
1 原本0411要交的作業,請 將 白紙黑字 寫的作業作業 掃描成pdf檔,寄給助教吳雨瑾
線上上課期間,課程網頁上還是會依照進度勾習題,但 批改困難,所以 作業 就 不 用 繳 交囉,請每位同學按部就班依進度將習題做做。
待恢復教室上課(希望盡早!)紙本作業的繳交就照舊。
每組一個同學代表去講給助教聽,目前(截至0511)已經有7組完成,其他5組代表請進快 email 助教 張 秝穎 約定要講的題目,請在0524前完成這部份。
2 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
有其他問題,數學小天地也有線上值班喔
https://meet.google.com/ygg-jfrm-rog
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。。。。
星期二都 13 點 整 開始上課 ~~~Data sets in txt form
https://drive.google.com/open?
(date discussed in class)
Programs |
Description |
(20240314) 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 |
(20240314/21
) 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 |
(20240425) 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 |
(20240507)GLT ch6pr18 data |
GLTshows 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) |
(20240516) 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........ |
(20240528) 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 . |
(20240530/0604)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 20240604/0606 Yes's note |
Date |
Problems 『作 業成績10%由各組派一代表和張 秝穎
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 (張 秝穎 助教 office hour W. 1600~1700 @ SE 412 時間若不行請另行和助教email約時間)』 |
Due date |
0530 |
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 |
|
0523 |
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) |
|
0502 |
Ch.6 : 6 (c), 11 (b), 16 (b, c), 17, 19 | |
0418/25 |
These
Problems
and Ch.2 : 27 (已被選) , 28(已被 選) Ch.6 : 2, ,4, 5 (a, b), (已被選)6 (a, b), 7, 15 (c), 16 (a), 22, 23, 24, 25, 26 |
|
0328 |
Ch.1 : 19(已被選) ,
28 (已被選), 45 (已被選) Ch.2 : 4, (已被選)8 (a, c)(已被選), 10, 13 (已被選), 23 (a, c) (已被 選) Ch.5 : 17, 18. 19 |
0411 |
0312 |
Ch.1 : 7, 8, 33, 34, 39 (a) , 41 Ch.2 : 3, 17. |
0328 |
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.