Computational Methods in Statistics I

Linear Statistical Analysis I
STAT 8561
Spring 2011
Computer No. 17165
Dr. Yichuan Zhao
726, College of Education
[email protected]
Office Hours:
MW: 12:30—2:30 PM, other times by appointment
TR: 2:30—3:45 PM, 329—ALC
Course Description:
Prerequisite: MATH4751/6751.
This course serves to illustrate basic methods in linear regression and to demonstrate the power of regression
methods by substantial applications. Topics included are statistical inference, multivariate normal distribution,
distribution of quadratic forms, regression models, model checking, transformations to correct model inadequacies,
variable selection and model building, multicollinearity, and other related topics.
Text Books: Main material is from the following book.
Introduction to Linear Regression Analysis, 4th edition by D. Montgomery, E. Peck and G. Vining, John Wiley
& Sons, Inc. 2006.
Reference Texts from the library.
Course Objectives:
Upon successful course completion a student will be able to…
understand the concepts of linear modeling.
understand the least squares estimations in a linear regression analysis.
manipulate least squares estimation results on a multiple linear regression with matrix
notations and operations.
understand and be able to perform the inferences related the least squares estimations
including correlation analysis.
perform residual analysis on the fitted model.
perform diagnostic checking of the fitted model, such as the lack-of-fit test.
perform various transformations, such as Box-Cox transform.
perform variable selection and model building procedures.
understand the problem of multicollinearity in a multiple regression, and will be able to
solve the multicollinearity problem.
Important During the first two weeks of the semester the Department of Mathematics and
Statistics checks the computer records to determine whether or not each student has met the
prerequisites for this course. If you do not have the prerequisites, please inform your instructor
and change to another course right away. If our computer search finds that you do not have the
prerequisite, you must drop this course or you will be dropped automatically.
If you do not attend class during the first two weeks you will be administratively dropped.
SAS: Use of SAS is required. Assign selected problems to be done with SAS and to be turned .
Tentative Course Content and Reading Material
The number of weeks is used to cover the chapters are indicated in the parentheses.
Chapter 1 (0.5 week)
Chapter 2 (2 weeks)
Chapter 3 (3 weeks)
Chapter 4 (2 weeks)
Chapter 5 (1.5 weeks)
Chapter 8 (1 week)
Chapter 9 (1.5 weeks)
Chapter 10 (0.5 week)
Chapter 11 (1.5 weeks)
Student regulations:
1. Attendance will be taken. Attendance will give you bonus points. On the other hand the instructor may drop a
student from the roll for exceeding 4 class absences.
2. The last day to withdraw from the class and receive “W” is February 25.
Grading Policy:
Grading will be based on tests and assignments. NO make up exam. The grade will be based on the following
Mid-term Exam
Final Exam
Final grades will be determined as follows
A 90----100
B+ 87----89
C+ 77-----79
C 70-----76
D 60----69
Mid Exam is 02/24/11
Final Exam is 04/28/11 (Thursday) at 1:30 PM.
All work submitted for grading must be the student’s own work. Plagiarism will result in a score of zero on the test
or paper, or dismissal from the course. Also, the Dean of Students office will be notified.
Students with Disabilities:
Students with disabilities needing academic accommodation should: (1) register with and provide documentation to
the Office of Disability Services; (2) bring to a letter to the instructor indicating the need for accommodation and
what type. This should be done during the first week of class.
For more information about services available to GSU students with disabilities, contact:
The Margaret A Staton Office of Disability Services
Suite 230 Student Center
Georgia State University
Voice and TDD Telephone: (404) 463-9044
Web Address:
This course syllabus provides a general plan for the course; deviations may be
Reference Information:
Please submit this to me after you read the syllabus and have all of your questions answered. It
should be returned by Next Thursday. The sheet will help me to get to know you better.
Printed name:
E-mail address where you can be contacted:
Last math or statistics course (what and when)
# hours per week employed this term
# credit hours this term
7 Is there anything you want me to know about you this time?
(any concern, disability, conflict)
Any other comments, questions or concerns about the course at this time?