36-401 Modern Regression

Instructor: Larry Wasserman
Time: Tuesday and Thursday 12:00 - 1:20
Place: PH 100

Office Hour: Tuesdays 1:30 - 2:30 Baker Hall 132G

TA Information

TA: Collin Eubanks (Head TA)
Email: ceubanks@andrew.cmu.edu
Office Hours: Thursdays 1:30 - 2:30 BH 132A

TA: Riccardo Fogliato
Email: rfogliat@andrew.cmu.edu
Office Hours: Wednesdays 3:30 - 4:30 BH 132A

TA: Boyan Duan
Email: boyand@andrew.cmu.edu
Office Hours: Thursdays 10:30 - 11:30 Wean Hall 4625

TA: Xiaoyi Gu
Email: xgu1@andrew.cmu.edu
Office Hours: Friday 10:00-11:00 BH132Q

Course Assistant: Mari-Alice McShane mcshane@stat.cmu.edu
Office: Baker Hall 229K

Syllabus

Click here for syllabus

Course Description

This course is an introduction to applied data analysis. We will explore data sets, examine various models for the data, assess the validity of their assumptions, and determine which conclusions we can make (if any). Data analysis is a bit of an art; there may be several valid approaches. We will strongly emphasize the importance of critical thinking about the data and the question of interest. Our overall goal is to use a basic set of modeling tools to explore and analyze data and to present the results in a scientific report. The course includes a review and discussion of exploratory methods, informal techniques for summarizing and viewing data. We then consider simple linear regression, a model that uses only one predictor. After briefly reviewing some linear algebra, we turn to multiple linear regression, a model that uses multiple variables to predict the response of interest. For all models, we will examine the underlying assumptions. More specifically, do the data support the assumptions? Do they contradict them? What are the consequences for inference? Finally, we will explore extra topics such as nonlinear regression or regression with time-dependent data. A minimum grade of C in any one of the pre-requisites is required. A grade of C is required to move on to 36-402 or any 36-46x course. Prerequisites: At least a C grade in (36-226 or 36-625 or 73-407 or 36-310) and (21-240 or 21-241).

Textbook: Applied Linear Regression Models, Fourth Edition by Kutner, Nachtsheim and Neter.

R Stuff
An R Tutorial
data for R Tutorial
R reference card
A thorough R tutorial

Prerequisites

Prerequisites: At least a C grade in (36-226 or 36-625 or 73-407 or 36-310) and (21-240 or 21-241).

Assignments

Assignments are due on Fridays at 3:00 p.m. Upload your assignment in Canvas.
No late assignments will be accepted. If you need an extension due to illness, email me BEFORE the deadline.