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Scott D Grimshaw
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Professor, Statistics Department
223C TMCB
801-422-6251
grimshaw@byu.edu
Office Hours: MTWF 1-1:50 pm or by
appt.
Course Lectures: TTh 9:30-10:45 am in 299 TMCB
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Announcements
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Objectives
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Course Catalog Description:
Weighted least squares, measurement
error models, robust regression, nonlinear regression, local regression,
generalized additive models, tree-structured
regression.
Prerequisites:
Stat 535, 624; or departmental
consent.
Learning Outcomes:
This course trains students in
using statistical methods for modeling a response variable as a function of
explanatory variables. Stat 535 (a prerequisite) covered linear models, and
this course attempts to cover the complement set. At a minimum you will
learn the derivation, computation, and application of the different methods
on data. As part of the first-year MS core, this course material will be
part of the Comprehensive Written Exam.
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Course Materials
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Hastie, Tibsirani
and Friedman (2001), The Elements of Statistical Learning,
Springer.
http://www-stat.stanford.edu/~tibs/ElemStatLearn/
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Grading
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40% Homework
20% Project
20% Midterm
20% Final
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Tentative Outline of Material and Reading Assignments
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2.1-2.4, 3.2
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Introduction to Modeling and Decision Theory,
Linear Regression Models
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Model Documentation, Review Weighted Least
Squares, Robust Regression, IRWLS
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4.4 (logistic)
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Generalized Linear Models
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7
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Model Assessment and Selection
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Measurement Error Models
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2.7, 2.9, 3.4
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Shrinkage Methods, Bias-Variance Tradeoff,
Subset Selection
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5 (splines)
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Local Regression
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6 (smoothers)
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9.1
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Generalized Additive Models
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9.2
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Tree-based or Recursive Partitioning Models
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mboost
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Boosting
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Midterm Th-M
2/26-3/2
Final F 4/17 7-10 am
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Homework
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Regression
Assignment
Robust Regression Assignment
Logistic Regression Assignment
Model Assessment Assignment
Measurement Error Assignment
Project Proposal
Splines
and Smoothers Assignment
Generalized Additive Models
Assignment
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Project Reports
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ASA DataExpo
2009
This year's challenge is to analyze
and summarize flight performance data for all commercial flights in the US
for the last 20 years.
The data set is giant - 120 million
records, 11 gig of data - but some questions on the website will get you
started.
http://stat-computing.org/dataexpo/2009/
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Data Sets
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Arizona
Apartment Sales Price
Iron County UT
Home Prices
Predicting
Freshman GPA
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Class Examples and Code
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Regression Model
Logistic
Regression Model
Measurement Error Model (sim1.R)
(sim2.R)
Subset
Regression
Shrinkage
Estimation
Estimation under Collinearity Problems
GAM
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Other Stuff
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Preventing Sexual Harassment
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Title IX of the Education
Amendments of 1972 prohibits sex discrimination against any participant in
an educational program or activity that receives federal funds. The act is intended to eliminate
sex discrimination in education.
Title IX covers discrimination in programs, admissions, activities,
and student-to-student sexual harassment. BYU's policy against sexual harassment extends not only
to employees of the University but to students as well. If you encounter unlawful sexual
harassment or gender-based discrimination, please talk to your professor;
contact the BYU Equal Employment Opportunity Office at 422-5895; or contact
the Honor Code Office at 422-2847.
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In Case of Emergency
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Please follow instructor’s instructions:
- If there is an evacuation
alarm exit the classroom in an orderly fashion and exit the Talmage Building and gather in the west parking
lot.
- After all students have
evacuated the building you should then report to your BYU ward
assembly area. (If you do not know where this is, contact your
Bishop.)
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Students with Disabilities
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Brigham Young University is
committed to providing a working and learning atmosphere that reasonably
accommodates qualified persons with disabilities. If you have any disability that may impair your
completing this course successfully, please contact the University
Accessibility Center (422-2767).
Reasonable academic accommodations are reviewed for all students who
have qualified documented disabilities. Services are coordinated with the student and instructor
by the UAC. If you need
assistance or if you feel you have been unlawfully discriminated against on
the basis of disability, you may seek resolution through established
grievance policy and procedures.
You may contact the Equal Employment Office at 422-5895, D-282 ASB.
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Complaints
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I have done my best to design a
course that will accomplish course objectives while recognizing the workload
of a three credit hour class. If you have any concerns regarding any aspect
of this course (content, workload, evaluation, etc), please come and
discuss these matters with me. If we cannot come to a mutually agreeable
solution, I will direct you to my superiors.
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