36-707: Regression Analysis


Time/Place:
10:30 - 11:50 Tuesday/Thursday Room: Porter Hall 125B

Instructor:
Larry Wasserman
Department of Statistics

Carnegie Mellon University
(412) 268-8727
larry@stat.cmu.edu

Instructor Office Hours:
by appointment
228A Baker Hall

Teaching Assistant: Casey King
Office Hours: Wed 4:30
FMS 320

ANNOUNCEMENTS

Final Exam Friday Dec 14 8:30-11:30 DH 1112


Practice Final Exam




Practice Test

Practice Test 1

Test 1 Solutions

Test 2 Solutions

Syllabus

Syllabus (in pdf)

regression flowchart

Lecture Notes

Notes 1

Notes 2 (posted Sept 4)

Notes 3 (posted Sept 6)

Notes 4 (posted Sept 17)

Notes 5 (posted Sept 24)

Notes 6 (posted Oct 2 )

Notes 7 (posted Oct 9 )

Notes 8(SpAM) (posted Oct 9 )

Notes 9 (posted Oct 22 )

Notes 10 (posted Oct 24 )

Notes 11 (posted Oct 30 )

SVM in R (posted Nov 1 )

Notes 12 (posted Nov 1)

Notes 13 (posted Nov 16)

Notes 14 (posted Nov 27)

Pictures for PCA (posted Nov 28)

Notes on clustering (posted Dec 2)

Homework

Homework 1 (due Thursday Sept 6)

Homework 2 (due Thursday Sept 20)

Homework 3 (due Thursday October 4)

Homework 4 (due Thursday October 18)

Homework 5 (due Thursday November 1)

Homework 6 (due Thursday November 15)

Homework 7 (due Thursday November 29)

code for Homework 7

Solutions

Homework 1 Solutions

Homework 2 Solutions

Homework 3 Solutions

Homework 4 Solutions

Homework 6 Solutions

Homework 7 Solutions

Data

Data from Weisberg

Website for Weisberg

Forensic Glass Data

Spam Data

Election Data (Bush = col 3, Buchanan = col 4

Ethanol Data

Bilingual Data

Undirected Graph Data

The R language and code

  • Download R
  • R tutorial (Postscript)
  • R tutorial (pdf)
  • intoduction to R
  • a free R manual
  • R for Beginners by Emmanuel Paradis (Postscript)
  • R for Beginners by Emmanuel Paradis (pdf)
  • handy R reference card (Postscript)
  • handy R reference card (pdf)
  • How to manipulate matrices in R
  • Nonparametric local regression using locfit

  • PCA example

    SAS

  • Introduction to SAS
  • model selection example
  • regression example

    Latex tip