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Stat413 613 Fall2019 Syllabus

This document is the syllabus for a graduate-level applied statistics course covering linear and polynomial regression analysis. The course will focus on mathematical foundations, techniques, diagnostics, and computational applications using R software. It will be taught over a semester with lectures, discussion sections, assigned readings, homework, two midterm exams, and a final exam. The instructor and teaching assistants' contact information and office hours are provided. Key course objectives, topics, expectations, policies, dates and assignments are outlined.

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190 views4 pages

Stat413 613 Fall2019 Syllabus

This document is the syllabus for a graduate-level applied statistics course covering linear and polynomial regression analysis. The course will focus on mathematical foundations, techniques, diagnostics, and computational applications using R software. It will be taught over a semester with lectures, discussion sections, assigned readings, homework, two midterm exams, and a final exam. The instructor and teaching assistants' contact information and office hours are provided. Key course objectives, topics, expectations, policies, dates and assignments are outlined.

Uploaded by

John Beckett
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Syllabus

553.413/553.613
Applied Statistics and Data Analysis
Fall 2019
(4 credits, EQ)

Description
553.413/613, Applied Statistics and Data Analysis, covers basic theory, methodology, and applications of
linear and polynomial regression analysis. Emphasis is on both mathematical foundations and various tech-
niques of application. Topics include classical linear, polynomial, and robust regression techniques; un-
derstating estimation and testing in regression models; diagnoses and remedies for departures from model
assumptions; and computational algorithms and data analysis.
Please note: 553.613 is consists of the same content, but (a) 613 exams may have additional questions, and
(b) 613 is graded as a graduate (masters’ level) course.

Prerequisites
553.420 (previous numbering: 550.420), Introduction to Probability, and a strong background in Linear
Algebra.

Instructor
Avanti Athreya, [email protected],
Office: Whitehead 306-D
Instructor office hours: Monday, 5:45 p.m. to 6:45 p.m., and Friday, 3 p.m. to 4 p.m., and by appointment

Teaching Assistants
Ting Chao, [email protected]
Cong Mu, [email protected]
Shihong Wei, [email protected]
Dapeng Yao, [email protected]

Teaching assistant office hours:

Ting Chao: Monday, 4:30 p.m. to 5:30 p.m., and Tuesday, 10 a.m. to 11 a.m.
Cong Mu: TBD.
Shihong Wei: Monday, 11 a.m. to 12 p.m., and Tuesday, 4:30 p.m. to 5:30 p.m.
Dapeng Yao: Friday, 4:15 p.m. to 6:15 p.m.
Please note that all teaching assistant office hours are held in Whitehead Hall, Room 212.

Course Lecture and Discussion Meetings


Lecture: Monday and Wednesday 3 p.m. to 4:15 p.m., Remsen 101
Discussion Sections:
For 553.413, Section 1, Friday, 9 a.m. to 9:50 a.m., Maryland 202.
For 553.613, Section 1: Friday, 3 p.m. to 3:50 p.m., Gilman 219.
1
For 553.613, Section 2: Friday, 10:30 a.m. to 11:20 a.m., Shaffer 2.
For 553.613, Section 3: Friday, 11 a.m. to 11:50 p.m., Whitehead 304.

Textbook
Required:
• Linear Regression Analysis, by George Seber and Alan Lee, 2003, 2nd edition. Note: the Interna-
tional Edition is also acceptable, but it is your responsibility to check that the problem number
is the same in the international edition.
• Linear Models with R, by Julian Faraway, 2004.
Recommended:
• Foundations of Linear and Generalized Linear Models, 2015, by Alan Agresti.

Online Resources
Please log in to Blackboard for all materials related to this course.

Course Objectives This is a first course in mathematical statistics. As such, after completing this course:
(1) Students will obtain an understanding of the mathematical foundations of commonly-used mod-
els for statistical data analysis, including linear, polynomial, and robust regression, as well as ap-
proaches for estimation and testing.
(2) Students will learn diagnostic methods for testing model assumptions and troubleshooting approaches
for addressing model misspecification.
(3) Students will be prepared for further work in statistical methodology and applications at the upper
undergraduate and beginning graduate-level.
(4) Students will gain experience with basic problem-solving and proof-writing.
(5) Students will gain familiarity with the statistical software R.
(6) Students will develop intuition for and appreciation of practical applications of underlying statistical
theory.

Course Topics
• Basic regression. Common models, assumptions; vector-valued random variables.
• Estimation and distribution in linear regression. Least-squares estimates, estimation with linear
restrictions, centering, scaling, M-estimation.
• Hypothesis testing for model parameters.
• Polynomial regression.
• Robustness. Understanding model assumptions and diagnostics; underfitting, overfitting, multi-
collinearity, heteroscedascity; etc.
• Computational methods for regression and testing in R.

Course Expectations & Grading


1) 2 Midterms, worth 20% each
2) Homework 25%
3) Final Exam 35%

For example, suppose that a students’ semester’s homework percentage is 85% (that is, he or she received
85% of the total homework points possible in the semester), and suppose also and his or her percentage on
the first midterm exam was 80%, percentage on the second midterm exam was 86%, and his or her final
exam percentage was 83%. Then this student’s final course percentage is calculated by taking the sum of
the products of each of those percentages and the above weighting, as follows:
(0.85) × (0.25) + +(0.80) × (0.20) + (0.86) × (0.20) + (0.83) × (0.35)
Grading: Letter grades will be determined at the end of the course, after all exam and homework data has been
collected, based on the weighted final total as calculated above. The following grading rubric is approximate, and
some adjustment to it, reflecting overall course difficulty, is typical.
• 90%–100% A; 87%–89% A-
• 85–86% B+; 80%–84% B; 77%–79% B-
• 74%–76% C+; 69%–73% C; 67%–68% C-
• 58%–66% D
• Below 57% F

Key Dates
Midterm 1: Monday, October 21, 2019
Midterm 2: Monday, November 18, 2019
Final Exam: Wednesday, December 11, 2019, 6 p.m. to 9 p.m.

Assignments & Readings


All reading and homework assignments, summaries of lectures, handouts, occasional lecture videos and solutions will
be posted to Blackboard. Students are expected to complete the assigned reading from the text and other handouts,
and to watch recommended lecture videos. 553.413/613 will focus on the material from Chapters 2, 3, parts of 4 and
5, and then 6, 7, and parts of 9 and 10 of the Silber and Lee text. Homework will be assigned approximately once
every 1.5 weeks, with a total of between 5 and 8 homeworks for the course.

Ethics and class policies


The strength of the university depends on academic and personal integrity. In this course, students must be honest and
truthful. Ethical violations include cheating on exams, plagiarism, reuse of assignments, improper use of the Internet
and electronic devices, unauthorized collaboration, alteration of graded assignments, forgery and falsification, lying,
facilitating academic dishonesty, and unfair competition.
More information about university misconduct policies can be found on the web at these sites: •
• Undergraduates: e-catalog.jhu.edu/undergrad-students/student-life-policies/
• Graduate students: e-catalog.jhu.edu/grad-students/graduate-specific-policies/
In addition, the specific course policies for this class are as follows:
• Homework will be assigned approximately once every 1.5 weeks and posted on Blackboard. Assignments
are due at the beginning of the class on the due date. Late homework will NOT be accepted. If you miss
a homework deadline due to an unforeseen event, such as illness or a family emergency, your homework
score for that particular assignment will be replaced by your average homework percentage on the remaining
assignments. You are encouraged to work together on the homework, but the solutions you submit must be
your own.
• NO MAKE-UP MIDTERM EXAMS WILL BE GIVEN, REGARDLESS OF CIRCUMSTANCES. Accom-
modations for a missed midterm exam will be made ONLY if you have a documented and verifiable (i)
university-sanctioned conflict on the day and time of the exam, or (ii) an illness or family emergency at the
time of the exam. If you have to miss a midterm exam due to illness, family emergency, or university sanc-
tioned conflict, you must let me know via email as soon as possible, and your grade for the missed exam will
be an average of your grade on the remaining midterm exam and the final exam. If you know in advance that
you will miss an exam due to religious observances, please let me know as soon as possible, at least by the
end of the second week of classes. You must also adhere to university-wide policies on academic honesty and
student conduct.
• The final exam date is fixed and cannot be changed. No early finals will be given under any circumstances.

• All of your work in this class should be SAVED, including ALL homework and ALL EXAMS. In the event
of a dispute over an entered grade, you MUST have the original hard copy of the specific homework or exam.
Students with Disabilities
Any student with a disability who may need accommodations in this class must obtain an accommodation letter from
Student Disability Services, 385 Garland, (410) 516–4720, [email protected].

ABET Outcomes
• Ability to apply mathematics, science and engineering principles (a).
• Ability to design and conduct experiments, as well as to analyze and interpret data (b).
• Ability to function on interdisciplinary teams (d).
• Ability to identify, formulate and solve statistical problems as they arise in engineering (e).
• Understanding of professional and ethical responsibility (f).
• Ability to communicate effectively (g).
• Recognition of the need for, and an ability to engage in, life-long learning (i).

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