36-618 Topics in Statistics

Note: This page contains course material for Carnegie Mellon University, Department of Statistics, Masters In Statistical Practice course 36-618: Topics in Statistics.

Jump to Part 2: Time Series

Jump to Part 3: Experimental Design

Syllabus Blackboard (for homework submission)

Part 1: Contrasts and Power

Notes on Contrasts: S618C1.pdf ec.dat
Reading Suggestions:
- Kutner, Nachtsheim, Neter and Li's Applied Linear Statistical Models: Chapter 17
- R multcomp.pdf
- SAS ESTIMATE statement
Contrast HW 1 due 9:00 AM, Tuesday, January 29 ContrastHW1.pdf context.dat C1P2.dat Solutions: HWC11A.sas HWC11A.pdf HWC11B.Rout HWC11C.pdf HWC11D.Rout HWC11D.pdf HWC12.sas HWC12.pdf HWC12.Rout
Notes on ANCOVA Contrasts: S618C2.pdf
Notes on Multiple Comparisons: S618MC1.pdf
Notes on Power: S618P1.pdf (Files: PowerExamples.sas PowerSimExample.R powerSimClass.Rdata [powerSimClass.R])
Homework HWC2 (Muliple Comparison and Power) due 9:00 AM, Tuesday, February 12 ContrastHW2.pdf CO2.dat Blye.dat R476.dat (fruitfly previous study)
Solutions: Reply.pdf HWC2P1.R Blye.pdf HWC2P2.R HWC2P2EqVar.pdf Yuri.pdf HWC2P3.R
Power Reading Suggestions
- Russel Lenth's Some Practical Guidelines for Effective Sample Size Determination
- Seltman's Power Chapter
Homework HWC3 (Power) due 9:00 AM, Tuesday, February 26 HWC3.pdf coxEx.dat coxEx.R
Solutions: HWC3P1.R HWC3P1.pdf HWC3P2.sas HWC3P2.pdf HWC3P3.R HWC3P3.pdf

Part 2: Time Series

Intro lecture notes: LNTS1.pdf
Fitting trends and Durbin/Watson: LNTS2.pdf
Linear filtering: LNTS3.pdf
Linear filtering theory: LNTS4.pdf
Characterisitic equation theory: LNTS5.pdf
TS HW1 (due 3/21): Falk, problems 1.7 (drop 1950!), 1.9, 1.11
ARIMA models and PROC ARIMA: LNTS6.pdf
ADF and more on ARIMA models: LNTS7.pdf

Part 3: Experimental Design

All links active 1/14/2013. Please report missing links to