SYLLABUS1 FOR APPLIED LINEAR STATISTICAL MODELS
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Rutgers Business School – Newark and New Brunswick  PHD Management Program
Douglas H. Jones, PhD
OVERVIEW: Linear models and their application to empirical data. The general linear model; ordinary-least-squares estimation;
diagnostics, including departures from underlying assumptions, detection of outliners, effects of influential observations, and
leverage; analysis of variance, including one-way and two-way layouts; analysis of covariance; polynomial and interaction models;
weighted-least squares and robust estimation; model fitting and validation. Emphasizes matrix formulations, computational aspects
and use of standard computer packages such as R. Prerequisite: Undergraduate or master’s-level course in statistics.
GRADING: In-class midterm (40%); take-home final (40%); group project(20%)
EMAIL: dhjones@rci.rutgers.edu
OFFICE HOURS: TBA
OFFICE: 1 Washington Park-RM1058
CLASSROOM: TBA
COURSE TEXT & MATERIALS:
 Book: (Kutner) M. H. Kutner, C. J. Nachtsheim, and J. Neter (2004). Applied Linear Regression Models 4e. Mc-Graw-Hill
Irwin
 Manual: Kutner Data Sets & Student Solutions Manual: URL: https://netfiles.umn.edu/users/nacht001/www/nachtsheim/
 Book: (Hay-Jahans) Hay-Jahans, C. An R companion to linear statistical models [electronic resource]. Boca Raton, FL: CRC
Press. (2012).
 Book: (Fox) Fox, John & Weisberg, Sanford (2012). An R Companion to Applied Regression. Sage.
 Software: R programming language: URL: http://cran.r-project.org/
 Book: (Hogan) Hogan, T.P (2010). Bare-Bones R. Sage, ISBN 978-1-4129-8041-8
 Manual: (Appendix A) The R Manuals: Introduction to R, “Appendix A A sample session” URL: http://cran.r-project.org/
 Online Resource: Quick-R. URL: http://www.statmethods.net/
 Lectures: http://www.rci.rutgers.edu/~dhjones/APPLIED_LINEAR_STATISTICAL_MODELS(PHD)/. (Also on BlackBoard)
 BlackBoard: Also, note that you must log into your Blackboard account at https://blackboard.newark.rutgers.edu/ and become
familiar with the Digital Drop Box. You will need to use your Rutgers NEDTID to log-in. If you do not see our course listed,
then you must get it fixed by contacting either Dean Filipe or help@newark.rutgers.edu.
LECTURES
TOPICS
PRACTICE
PROBLEMS(Kutner)
01:
01. Linear Regression with One Independent Variable
Copier Maintenance 1.20,24
02:
02. Inferences in Regression and Correlation Analysis
Copier Maintenance
2.5,14,24,35,68
02:
02. Inferences in Regression and Correlation Analysis,
Copier Maintenance
Cont’d
2.5,14,24,35,68
03:
03. Diagnostic and Remedial Measures
Copier Maintenance 3.4.a-f
06:
05. Matrix Approach to Simple Linear Regression Analysis 5.1,2,3,4,8,10,12,14
05. Matrix Approach to Simple Linear Regression Analysis Flavor Deterioration 5.23,
The Sweep Operator
Sweep Problem using
Excel (hand-out)
07:
06. Multiple Regression I
Grocery Retailer
6.9,10,11,12,13,14
08:
07. Multiple Regression II
Grocery Retailer 7.4, 13, 17,
25
12:
08. Regression Models for Qualitative and Quantitative
Muscle Mass 8.4,5 Copier
Predictors
Maintenance 8.15, 8.19
09:
09. Building the Regression Model I: Model Selection and
Job Proficiency 9.10,
Validation
11,18,21,22
10:
10. Building the Regression Model II: Advanced
Grocery Retailer 10.6,10
1
Subject to revision September 10, 2012.
11:
Diagnostics
11. Building the Regression Model III: Remedial Methods
Machine Speed 11.7