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ID:33192005
大小:2.13 MB
页数:287页
时间:2019-02-21
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1、Statistics500BulkPack-287-Statistics500=Psychology611=Biostatistics550IntroductiontoRegressionandAnovaPaulR.RosenbaumProfessor,StatisticsDepartment,WhartonSchool DescriptionStatistics500/Psychology611isasecondcourseinstatisticsforPhDstudentsinthesocial,biologicalandbusinesssciences. Itc
2、oversmultiplelinearregressionandanalysisofvariance. StudentsshouldhavetakenanundergraduatecourseinstatisticspriortoStatistics500.Topics1-Reviewofbasicstatistics. 2-Simpleregression. 3-Multipleregression. 4-Generallinearhypothesis. 5-WoesofRegressionCoefficients.6-Transformations.7-Polyno
3、mials. 8-Codedvariables. 9-Diagnostics. 10-Variableselection. 11-One-wayanova. 12-Two-wayandfactorialanova.HowdoIgetRforfree?http://cran.r-project.org/Finalexamdate:http://www.upenn.edu/registrar/Holidays,breaks,lastclass:http://www.upenn.edu/almanac/3yearcal.htmlMywebpage:http://www-stat
4、.wharton.upenn.edu/~rosenbap/index.htmlEmail:rosenbaum@wharton.upenn.eduPhone:215-898-3120Office:473HuntsmanHall(inthetower,4thfloor)OfficeHours:Tuesday1:30-2:30andbyappointment.ThebulkpackandcoursedatainRareonmywebpage.Statistics500BulkPack-287-OverviewReviewofBasicStatisticsDescriptives
5、tatistics,graphs,probability,confidenceintervals,hypothesistests.SimpleRegressionSimpleregressionusesalinewithonepredictortopredictoneoutcome.MultipleRegressionMultipleregressionusesseveralpredictorsinalinearwaytopredictoneoutcome.GeneralLinearHypothesisThegenerallinearhypothesisaskswheth
6、erseveralvariablesmaybedroppedfromamultipleregression.WoesofRegressionCoefficientsDiscussionofthedifficultiesofinterpretingregressioncoefficientsandwhatyoucando.TransformationsAsimplewaytofitcurvesornonlinearmodels:transformthevariables.PolynomialsAnotherwaytofitcurves:includequadraticsan
7、dinteractions.CodedVariablesUsingnominaldata(NYvsPhillyvsLA)aspredictorsinregression.DiagnosticsHowtofindproblemsinyourregressionmodel:residual,leverageandinfluence.VariableSelectionPickingwhichpredictorstousewhenmanyvariablesareavailable.One-WayAnovaSimplestanalysi
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