University of Virginia Department of Statistics STAT6120: Introduction to Regression Analysis Fall 2014 Instructor: Tingting Zhang, Halsey Hall 111. Contact Information: [email protected] TAs: Jingwei Wu Class Meetings: Tuesdays and Thursdays, 11:00am-12:15pm. Chemistry Building 260. Class Lab Hours: Thursdays 4:00pm--4:50pm New Cabell Hall 338. Instructor Office Hours: Wednesdays 4:00pm-5:00pm Halsey 111. Course objectives: Linear regression models, inferences in regression analysis, model validation, selection of independent variables, multicollinearity, influential observations, autocorrelation in time series data, polynomial regression, and nonlinear regression. Textbook: Applied Linear Statistical Models, 4th ed., Irwin, by Kutner, Nachtsheim, Neter and Li. Prerequisites: MATH 3120 (Introduction to Mathematical Statistics) or MATH 5100 (Mathematical Probability), and Linear Algebra (or equivalent class). Calculator: A basic calculator is required, which need not have built-in statistics functions or a graphing capability. Outline of the Course: 1Linear regression with one predictor variable (chapter 1) Inference in regression analysis (chapter 2) Diagnostic and remedial measures (chapter 3) Simultaneous inference (chapter 4) Matrix approach to simple linear regression (chapter 5) Multiple regression (chapters 6 and 7 if time permits) Building regression models (if time permits) Qualitative and quantitative predictors (chapter 8) (if time permits) Generalized linear models Notes, slides and handouts: Lecture slides (if any) will be posted on the class website regularly. Some notes and handouts (not all topics) will be provided from time to time. Software: Many softwares (e.g., R, Excel, SAS, Splus, Minitab, SPSS) can be used to solve homework problems and analyze the data. In class, I mainly use R. Homework: Either weekly or biweekly assignment except for the reading day, Thanksgiving and midterms. Homework will be posted on the course website on Thursdays, and should be turned in on the following Thursdays in class. Late submissions will NOT be accepted. One lowest homework scores will be dropped. You are encouraged to discuss homework problems among yourselves or have study groups. However, each student must write up his or her own homework independently. Copies of homework through any media (such as internet) will NOT be accepted. It is NOT acceptable to turn in raw computer output with a few circled numbers and cryptic remarks added. Such an assignment will NOT be graded. Students should provide a narrative explaining what they did and their statistical conclusions and cut and paste the important sections of their computer output into their narrative. You have to include the program code. Unless emergency, NO electronic homework. Students are required to submit paper-based homework. Otherwise, zero credit. Exams: You are required to take two midterm exams and a final exam. ● Midterm Exam I is scheduled for Tuesday, October 7th from 11:00AM-12:15PM in class. • You are allowed to bring one sheet of paper containing notes on both sides 2● Midterm Exam II is scheduled for Tuesday, November 11th from 11:00AM-12:15PM. • You are allowed to bring two sheets of paper containing notes on both sides ●The final exam is scheduled according to the University timetable for Monday, December 9th from 9:00AM-12:00PM. This exam will cover all of the material discussed in the course. • You are allowed to bring three sheets of paper containing notes on both sides ●All exams are closed-book, timed exams. You will be allowed only a calculator, pencil, and eraser. A formula sheet will be provided for you. You are not permitted to discuss the exams with anyone other than course personnel. ●Exams will be administered on paper. ●Further information and instructions regarding the exams will be provided later. Unless emergency, changes of the time and place of the exam are NOT allowed. No make-up exam. Important Dates: Drop deadline: September 10th Withdraw deadline: October 21st Grading: Homework 25% Midterm I 20% Midterm II 20% Final Exam 35% Comments and Suggestions:  Please bring calculators to class. We will do quizzes and practice exercises in class.  I do NOT answer questions related to the course material (including homework or any problem solving questions) by email. If you have questions regarding the course material, you should come to my office hour or make an appointment.  I highly recommend you ask me questions in person instead of emailing me.  I usually only check email once everyday. If you have anything to inform me, you have to email me at least two days in advance. Do not expect me to reply your emails fast.  Other than dropping by during my office hours, please feel free to send me your comments and suggestions through emails, or by leaving anonymous notes in my mailbox. Other Class Policies: 3• If you need course adaptation or accommodations because of disability, medical emergencies, or if special arrangements are necessary in case of a building evacuation, notify the instructor. No penalties are incurred for late homework or missed examinations because of a medical condition or other reason over which the student has no control. Please notify the instruction should such a situation arise to make appropriate arrangements. • Barring illness or other unforeseen emergencies, missed homework assignments and exams cannot be made up and will receive a grade of zero. The only other exceptions to this policy are if you are involved in an official University activity (e.g., out-of-town competition) or even directly related to your academic program (e.g., conference) that cannot be scheduled at another time. In those instances, you must notify the instructor at least three weeks prior to the date that the missed homework will be assigned or missed exam is scheduled, so that alternative arrangements can be made. • Any questions about homework grades should be referred first to the teaching assistant. If you have questions about an exam grade, or cannot resolve an issue with the teaching assistant, see the instructor during office hours. • The grader reserves the right to mark off for untidy or unclear submitted work. All work must be written (or typed) neatly, with each problem clearly labeled and final answers clearly indicated. Pages must be