STAT 615 Course Schedule, Fall 2021

Schedule

Class topics will come on-line in this schedule in a timely manner, along with mandatory and recommended reading. I will also indicate here assignments with due dates, and any special handout that might be provided. The home work assignements themselves and any handouts will be posted in Canvas under Assignments and Resources, respectively. Assignments are due as posted in Canvas. Here I indicate the posting and due dates for your convenience.

R scripts for do-it-yourself exercises related to each week's lectures and helpful for home works will also be posted in Canvas, and indicated in this Schedule under "Lab x". ("Lab x" is a shorthand for the exercise material, grouped in Canvas by topics in folders labeled "Lab x", x = 1, 2, ...) These exercises can be discussed in the optional review sessions.

Additional, optional reading is listed in the Course materials in addition to the mandatory text.

The schedule posted here is approximate. Please check frequently as modifications may occur if circumstances necessitate.

> Ch 12.1 - 12.3; B.6, B.7

No.

Date

Lecture Topic / Exercise topic

Homework & due date
Upload assignments in Canvas by the time
specified in Canvas

Text Book
Section(s)
in Montgomery et al., 5th ed.

Lecture notes /
other

Alternative Reading
Section(s)
in Kutner et al.,
5th ed.

Aug 24

Class cancelled by Rice University

Aug 25

No optional review session today.
Optional review / advising starts Wed next week, time window TBA.

1

Aug 26

Orientation, introduction, course overview
Review of basics

Familiarize yourself with this course site,
starting at the STAT 615 course page.
Nothing to turn in, but I will assume
you know everything I posted, and
check for updates before every class.

Ch 1

Lecture notes L1.0-Intro_Regression-Analysis.pdf
Lecture notes L1.1-Review-of-Matrix-Algebra.pdf

Ch 1.1 - 1.2, Ch 5.1 - 5.3

2

Aug 31

Review of basics, matrix algebra and properties
Introduction to R and RStudio, basic R operations.

Assignment-00
due Sep 2 late evening
(this is a fake HW to test drive your uploads)

Ch 1

Lecture notes L1.1-Review-of-Matrix-Algebra.pdf
Lecture slides L2-Review-of-Basics.h.pdf

Ch 5.1 - 5.8

Sep 1

 Optional review session/advising
Recommended exercises: Lab 1 (basic R operations), knitR scripts, available in Canvas under Resources/Lab 		Recommended: LaTeX "how-to-do" examples in Canvas Files/Resources/Supplements/LaTeX-examples.* (.tex source and matching compiled .pdf)

3

Sep 2

 Simple linear regression
Deatils of course requirements,logistics, Q & A 		Assignment01 due Sep 9 Ch 1 Lecture slides L3-SimpleLinearRegression.h.pdf
Recommended exercises: Lab 2.1 - 2.2 scripts, available in Canvas under Resources/Lab 		Ch 5.1 - 5.8
Ch 1.1 - 1.6

4

Sep 7

 Multiple linear regression (matrix form, hat matrix) CH 2.1.1 - 2.2.1, Ch 3.1 - 3.2.1 Lecture slides L4-MultipleLinearRegression.h.pdf Ch 5.1 - 5.11, Ch 6.2
Ch 1.1 - 1.7

Sep 8

Optional review / advising
Lab 2.1-2.2, 2.4 material: LS solution to SLR / MLR models; R functions;
Estimation of Beta0, Beta1, and Sigma;

5

Sep 9

 Properties of Least Squares (solutions)
Gauss-Markov Tehorem
Estimation of variance
Alternative forms of simple linear regression 		Assignment02
due Sep 16		 CH 2.1.1 - 2.2.1, Ch 3.1 - 3.2.3 Lecture slides L5-LS-Properties&EstimationOfVariance.h.pdf and related L5.x files Ch 5.1 - 5.11, Ch 6.2
Ch1.1 - 1.7, A.5

Sep 14

 Class canceled by Rice due to hurricane Nicholas. Class schedule below has been tentatively revised but watch for potential additional revisions.

Sep 15

Optional review / advising / exercises
Lab 2.3 (all Lab2) material

6

Sep 16

 Hypothesis testing Assignment03
due Sep 25
A small part of this Assignment will need the lecture next class, due to the cancellation of the Sep 14 class. Because of this, Assignment03 will be accepted until the "late due date" Sep 25, without late penalty. 		Ch Ch 2.2.3 - 2.2.4, Ch 2.3.1 - 2.3.2 Lecture slides L6-HypothesisTesting.h.part1.pdf Ch 5.1 - 5.11, Ch 6.2
Ch1.1 - 1.7, A.5; Ch 2.1 - 2.3

7

Sep 21

 Hypothesis testing, Confidence Interval Ch 2.2.3 - 2.2.4, Ch 2.3.1 - 2.3.2, Ch 2.4.1 Updated lecture slides L6-HypothesisTesting.h.pdf Ch 2.7, 2.9

Sep 22

Optional review / advising / exercises
Lab 2.3 (all Lab2), and Lab 3 material: hypothesis testing, confidence interval.

8

Sep 23

 ANOVA (Analysis of Variance)
Coefficient of Determination 		Assignment04
due Sep 30		 Ch 2.2.3 - 2.2.4, Ch 2.3.1 - 2.3.3, Ch 2.4.1, Ch 2.6 Lecture slides L7-AnalysisOfVariance.h.pdf Ch 2.7, 2.9, 2.10

9

Sep 28

 Interval Estimation of the Mean Response
Short review of MLE, time permitting.
Review L4, L7 (Multiple Regression, ANOVA). The next classes will assume you are up to date on the details of this material.		 Ch 2.4.2, 2.5, 2.9, Ch 2.11 Lecture slides L8-IntervalEstimationOfMeanResponse.h.pdf Ch 1.8, A.5

Sep 29

Optional review / advising
Exercise: Lab 3 and 4 scripts

10

Sep 30

 Quiz 1 in class.
Multiple Regression, revisited (quadratic forms) 		Ch 3.1, Ch 3.2.1 - 3.2.5
Ch 3.2.6
Ch 3.3.1 - 3.3.2, App. C.3		 Lecture slides L10-MultipleRegression-Revisited.h.pdf Ch 1.8, A.5; Ch 6

11

Oct 5

 Multiple Regression, revisited (quadratic forms)
ANOVA and hypothesis testing for Multiple Regression; Multiple R^2 and Adjusted R^2 		Assignment 5 due Oct 14 Ch 3.1, Ch 3.2.1 - 3.2.5
Ch 3.2.6
Ch 3.3.1 - 3.3.2, App. C.3		 Lecture slides L10-MultipleRegression-Revisited.h.pdf Lecture slides L11-MLR-ANOVA-HypothesisTesting.h.pdf Ch 1.8, A.5; Ch 6

Oct 6

Optional review / advising
Exercise: Lab 4 and 5 scripts

12

Oct 7

 Model selection with hypothesis testing
Maximum Likelihood Estimation 		Ch 3.1, Ch 3.2.1 - 3.2.5
Ch 3.2.6
Ch 3.3.1 - 3.3.2, App. C.3
Ch 4.1 - 4.2.3		 Lecture slides L12-ModelSelection-with-HypothesisTesting.h.pdf
Lecture slides L9-MaximumLikelihoodEstimation.h.pdf 		Ch 1.8, A.5; Ch 6
Ch 5.12, 5.13, 6.1 - 6.5

Oct 12

NO CLASS (Fall Recess)

Oct 13

Optional review / advising
Exercise: Lab 5, 6.1, 7.1 scripts

13

Oct 14

 Checking the Assumptions of Regression Models - 1
 Assignment 6 due Oct 21. No late deadline. We will post the solutions right after the deadline, to help exam preparation.
Expected Exam 1 posting date: Oct 22.
Exam 1 information 		Ch 4.1-2, Ch 4.2.4 - 4.4, Ch 6 Lecture slides L13-Checking-the-Assumptions-of-RegressionModels.h.Part1.pdf
Optional reading, recommended for MLE: Casella & Berger, p 516
Wasserman Ch 9.4 - 9.10 		Ch 10.1 - 10.6

14

Oct 19

 Checking the Assumptions of Regression Models, cont'd Ch 4.1-2, Ch 4.2.4 - 4.4, Ch 6 Lecture slides L13-Checking-the-Assumptions-of-RegressionModels.h.pdf Ch 10.1 - 10.6

Oct 20

Optional review / advising
Material: Lab 6,7

15

Oct 21

 Checking the Assumptions of Regression Models, wrap-up
Multicollinearity, joint CIs 		Assignment 7 due Oct 28
This assignment has a few problems that may need Tuesday's lecture. Due to this submissions will be accepted w/o penalty until the late deadline posted in Canvas.

Read about eigendecomposition, from literature or from resources in Canvas, Files/Supplements: Eigendecomposition-WChen-la10.pdf (p 4-11); PCA-Ham&Kostanic-pp396-399.pdf . 		Ch 4.1-2, Ch 4.2.4 - 4.4, Ch 6, Ch 9.1-4, Ch 9.5.1-9.5.2, Ch 3.4.1-3 Lecture slides L14-JointCI-and-Multicollinearity.h.pdf Ch 10.1 - 10.6; Ch 7.6

Oct 22

 Exam 1 (take home) will post this evening, due no later than Oct 23, 11:55pm. See information under the link. Details will also be posted in the Canvas dialog box (for reading before you open the exam), and detailed instruction will be given with the exam. Ch

16

Oct 26

 Eigenvalues, eigenvectors
Multi-collinearity, wrap-up
Partial regression / residual plots
Permutation test 		Ch 3.4.3, Ch 3.10, Ch 9.1-9.4, Ch 9.5.1-9.5.3; 15.4 Updated Lecture slides L14-JointCI-and-Multicollinearity.h.pdf
L14.1-PartialRegressionPlot.pdf
L14.1-PartialResidualPlot.pdf
L15-PermutationTest.h.pdf 		Ch 7.6, Ch 16.9

Oct 27

Optional review / advising
Material: Lab 7,8 modules (7.4, 8.1 - 5)
Recommended exercise: Partial regression and partial residual plots: Lab8.1 and See L14.1-2; Also, see Montgomery et al. 4.2.4, or Kutner et al. 10.1.

17

Oct 28

 Model adequacy: Lack of fit (LOF) test; transformations Assignment 8 due Nov 4
This assignment has a few problems that may need Tuesday's lecture. Due to this submissions will be accepted once again w/o penalty until the late deadline posted in Canvas. 		Ch 4.2, Ch 4.5, Ch 5.1 - 5.4 Lecture slides L16-LOF-Test-and-Transformations.h.Part1.pdf Ch 3.7, 3.8, 3.9; p 146 (references)

18

Nov 2

 Model adequacy: transformations Ch 4.2, Ch 4.5, Ch 5.1 - 5.4 Lecture slides L16-LOF-Test-and-Transformations.h.pdf Ch 3.7, 3.8, 3.9; p 146 (references)

Nov 3

Optional review / advising
Material: Lab 7,8 modules, 9.2-3

19

Nov 4

 Generalized Least Squares, Robust Regression Assignment 9 due Nov 11
This assignment has one problem that will need Tuesday's lecture. Due to this submissions will be accepted w/o penalty until the late deadline posted in Canvas. 		Ch 5.5 Lecture slides L17-GLS-and-RobustRegression.h.part1.pdf Ch 11.1, 11.3

20

Nov 9

 Generalized Least Squares, Robust Regression Ch 5.5
Ch 10		 Lecture slides L17-GLS-and-RobustRegression.h.pdf Ch 11.1, 11.2, 11.3
Ch 9.4 - 9.6

Nov 10

Optional review / advising
Material: Lab 8, 9, Lab 10

21

Nov 11

 Variable selection
Qualitative Variables (time permitting) 		Assignment 10 due Nov 18 Ch 10 Lecture slides L18-VariableSelection.h.pdf
Lecture slides L19-QualitativePredictors.h.Part1.pdf (if covered) 		Ch 9.4 - 9.6

22

Nov 16

 Quiz 2 in class.
Qualitative variables 		Lecture slides L19-QualitativePredictors.h.Part1.pdf

Nov 20

Optional review / advising
Material: Lab 11, Lab 12

23

Nov 18

 Qualitative Variables Assignment 11 due Nov 23 (accepted w/o late penalty until Nov 25)
This home work has a shorter deadline than usual so that we can grade it before Exam 2, given the Thanksgiving break.		 Ch 8.1-8.2 Lecture slides L19-QualitativePredictors.h.pdf Ch 8.3 - 8.7

24

Nov 23

 Qualitative Variables Assignment 12 will post before Thanksgiving, due N/A: mandatory exercises you will need for Exam 2, but nothing to turn in. Solutions will be posted before Exam 2. Ch 8.1-8.2 Updated lecture slides L19-QualitativePredictors.h.pdf Ch 8.3 - 8.7

Nov 24

NO OPTIONAL REVIEW SESSION or as agreed with TA
Recommended: Lab 12

Nov 25

 NO CLASS (Thanksgiving)

25

Nov 30

 Logistic Regression, and Perspectives
(If any leftover from Qualitative variables, we do that first.)
Lecture slides L20-LogisticRegression-and-Perspectives.h.pdf

Dec 1

Optional review / advising
A12 solutions; Lab "clinic"

26

Dec 2

 (Assuming everything goes as scheduled up to this point) No class: allowance for Exam 2 Exam 2 will be posted this afternoon or evening, due Fri, Dec 3, 11:55pm. Exam 2 will be similar in its nature to Exam 1, and based on material covered after Exam 1. Detailed instructions will be included with Exam 2 in Canvas, similarly as with Exam 1.

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