Welcome to 36-463/663, Hierarchical and Multilevel Models! Here are a few things you should know about our course before the semester begins. ***NOTE*** AT THE END OF THIS EMAIL IS A PRE-CLASS ASSIGNMENT THAT YOU NEED TO COMPLETE BY 9AM TUESDAY! * WEB PAGE The main web page for this course will be http://www.stat.cmu.edu/~brian/463 There is also a blackboard page, for turning in assignments, bulletin board, and reporting grades. * PREREQUISITES You must have already taken, or be currently enrolled in, 36-401 (linear regression) or a similar class. I will assume I can talk to you about statistics at the level of 36-226 (calculus-based statistics) and 21-240 or 21-241 (matrix algebra). You will also be expected to know, or learn quickly, the computational software used for this course. That is, primarily R and WinBUGS. Most assignments will be turned in electronically. pdf is the preferred file format. - IF YOU KNOW MSWORD: it is a good idea to know how to convert word files to pdf. - IF YOU KNOW LaTeX: pdflatex or a similar command produces latex automatically from LaTeX source. * TEXTBOOKS The required text for this course is * Gelman, A. & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. NY: Cambridge Univ Press. I recommend that you also find a copy of * Lynch, Scott M. (2007). Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. New York: Springer. A pre-publication draft used to be availabe at http://www.princeton.edu/~slynch/bayesbook.pdf, but it seems to have disappeared. I will try to make relevant materials available as a handout if you do not want to buy a copy for yourself. Most other materials for the course will be available on-line. * COMPUTING I anticipate that this course will depend strongly on three software packages: (1) R, a statistical analysis and programming environment. See http://cran.r-project.org/ (2) WinBUGS, a package for doing Bayesian statistics. See http://www.mrc-bsu.cam.ac.uk/bugs/ (3) Rube, for using WinBUGS from R See http://www.stat.cmu.edu/~hseltman/rube/ I strongly prefer you to run all of this in Windows rather than the Mac OS or Linux, because the three packages above (and especially WinBUGS) work together best in Windows. If you have already installed R on your laptop, make sure to upgrade it to the current version (2.15.1). See the following page for details: http://www.stat.cmu.edu/~brian/463/install-R.html If you use a Mac, you will have to learn to run Windows on your Mac, and install R and WinBUGS in Windows. Some instructions/suggestions are available at http://www.stat.cmu.edu/~brian/463/winmac.html. You will very soon need to install WinBUGS and rube (see http://www.stat.cmu.edu/~brian/463/install-winbugs.html and http://www.stat.cmu.edu/~brian/463/install-rube.html) However, this does not have to be done in the first week of classes. * PRE-CLASS ASSIGNMENT Please complete this assignment by Tues Aug 28, 9AM. 1. Install or update your version of R to the current version (2.11.1). The instructions/experience below may be helpful: http://www.stat.cmu.edu/~brian/463/install-R.html 2. Open R, by clicking on its icon on your desktop, and open http://www.cs.cmu.edu/~10702/R2/Rintro.pdf so you can read it. * If you have not used R very much in the past, type in all of the examples in Rintro.pdf * If you already feel comfortable in R, read the examples in Rintro.pdf, and try to predict what will happen. Type in any examples where you are not sure. 3. The "turn in" part. Go to the 36-463 Blackboard site (shows up as "F12-Hierarchicl and Multilevel Models"), go to Discussion Board. Under the "Pre-Class Assignment" Forum, each student should start a new thread with a message containing the following THREE pieces of information: * The class or project in the past where you have used R the most. If you have never (or hardly) used R before, *please* tell me that too! * Any questions or surprises you run into, as you go through the Rintro.pdf examples above. * A description of your last encounter with linear regression and/or mixed effects linear models. This has to be done by 9am Tues Aug 28, so that I have time to look through it before class! Looking forward to seeing you in class! -BJ Brian Junker (412) 268 - 2718 Department of Statistics brian@stat.cmu.edu 232 Baker Hall FAX: (412) CMU-STAT Carnegie Mellon University or (412) 268-7828 Pittsburgh PA 15213 USA WWW: http://www.stat.cmu.edu/~brian/