Statistics 511

Statistical Methods

Basic Information:

Date:  Spring 2002

Instructor:       Kenneth J. Koehler  (
                         120  Snedecor Hall
                         Telephone :  515-294-4181
                         Fax :  515-294-5040

              Office hours:    Monday  8am and 3 pm
                                      Friday   8am and 3 pm

             Help Session:    Tuesday, 8am, in Atanasoff 214

Teaching Assistants:

          Kyoji Furukawa    315B  Snedecor Hall
                                        telephone:  515-294-2227
                                        Office hours:  Tuesday 1-2  pm
                                                              Wednesday 2-3 pm

              Lihua Chen      315A  Snedecor Hall
                                        telephone:  515-294-2617
                                        Office hours:  M 4-5

Course notes:   Course notes are also available from the lower part of this page as PDF files.
                         They will be updated as the course progresses.  Data files and code for examples
                         covered in the lectures will also be posted on this page as the course progresses.


Rencher, Alvin C.,   LInear Models in Statistics,  Wiley, 2000

     This text only covers the first part of this course.  Additional readings will be
     assigned from the textbook used in Stat 500.

Neter, Kutner, Nachtsheim, and Kutner,  Applied Linear Statistical Models, 4th edition,
     Irwin, Chicago, 1996.

Other artiles and book chapters will be made available via he Parks' Library Electronic Reserve System.   Paper copies will be put on reserve in the Statistics Reading Room (115 Snedecor Hall).

A request was submitted to put the following books on reserve at the Parks' Library:

QA276.4 V46 1999
    Venables &Ripley- Modern Applied Statistics with S-PLUS, 3rd ed.

QA276.4 K73 2000
    Krause & Olson- The Basics of S and S-PLUS, 2nd ed., Springer, 2000

QA278.2 B375 1988
    Bates & Watts - Nonlinear Regressions Analysis and its Applications

QA276 H3936x 1990
    Hastie & Tibshirani - Generalized Additive Models

QA276.8 E3745 1993
    Efron & Tibshirani - An Introduction to the Bootstrap

One objective of this course is to help students become familiar with S-PLUS.  You are encouraged to perform computations with S-PLUS, although SAS or other packages could be used for much of what is done in this course.  Links to examples of S-PLUS and SAS code will be made available on this page as we get to them in the lectures.

Under our current license, any student in this course can obtain a copy of S-PLUS 6 for Windows to put on their personal computer.  You may not load this software on a University or comapny computer.   A CD can be obtained from Sherri Martinez in Snedecor 118.  Students also have access to S-PLUS and SAS through the VINCENT system of workstations and PC labs located throughout campus.  There is room of workstations in Snedecor 322 and a room of PCs in Snedecor 321.  The UNIX version of S-PLUS available on the VINCENT workstations requires you to enter commands as text.  It does not have the pull down menu features of the Windows versions of S-PLUS.

Paper copies of S-PLUS and SAS manuals are available in Snedecor 115, the Computation Center Library, and the Parks Library.  These manuals and other help are also available on-line.  Some books on the basics of S-PLUS and applications to statistical analysis have been out in reserve in the Parks library.

You should have a calculator that you can bring to exams.

Assignments:  Assignments and corresponding data sets and sample code will be posted at the
                        bottom of this page.  Solutions will be posted as the course progresses.

Material to be Covered

Topic Reading Assignments
 1. Review of matrix algebra, and 
     computations with S-PLUS
Rencher, Chapters 1-3

Getting Started with S-Plus 6 
   for Windows  (available through 
   online help in S-Plus 6) 

 2. Linear Models: 
     Least Squares Estimation
      Chapter 7  (Multiple regression)
      Chapter 11 (Analysis of 
                          variance models)

 3.  Linear Models: 
      Normal Theory Inference
Rencher,  Chapter 4  (The multivariate
                          normal distribution)
              Chapter 5  (Quadratic forms,
                          F-tests and t-tests)

 4. Linear Models: unbalanced 
 Rencher, Chapters 13  and 14
 NKNW, Chapter 22, Section 23.6
 5. Mixed Models (linear models with
     both fixed and random components)
 Rencher, Chapter 16
 NKNW, Chapter Chapters 24, 28, 29
 SR1: Engel, Stat. Neer. 1990
 6. Non-linear models  Rencher, Section 17.1
 NKNW, Chapter 13
 SR2: Bates & Watts, 1988, pp 67-131
 7. Generalized linear models (logistic 
     regression and Poisson regression)

 Rencher, Chapter 17
 NKNW, Chapter 14

 8. Bootstrap and other Simulation

  SR3:  Efron & Tibshirani, Bootstrap
        Methods..., Stat. Science, 1986
 9. Model-free curve fitting
  SR4: Hastie & Tibshirani, Chapter 2, 
           Smoothing, 1990,  9-35
 10. Generalized additive models
  SR5: Hastie & Tibshirani, Generalized
           Additive Models, Stat. Sci., 1986
            The supplemental readings labeled SR1-SR5  will be made available via
          Parks' Library Electronic Reserve System.

Course Notes: (These are PDF files)


                                       Data Files
                                     program code
   Assignments:           Assignments:         Solutions:


Current Exams:

       1.  Midterm Exam I   This exam will be given on March 7,
                                         from 7-9 pm in Coover 2245 .  Please
                                         pencils, erasers, and a simple calculator.

                                      Formula Sheet and review

                                                  Solutions and scores

      2.  Midterm Exam II   This is a tke home exam that will be distributed
                                           on April 17 and collected on April 24, in class.

       3.  Final Exam     The final exam will be on Tuesday , May 7 ,
                                    from 9:45-11:45 am in Physics Room 5.

Previous Exams:

     1.  Midterm Exam  2000         Solutions
     2.  Final Exam  2000         Solutions
     3.  Midterm Exam  2001         Solutions
     4.  Final Exam  2001         Solutions

      S-PLUS and SAS code for examples
                used in the lectures:

                S-PLUS               SAS                   Data files

    1.                                                      bone.density.txt
    2.                   bone2.density.xls
    3.             bone2.density.txt
    4.      matrix.ssc
    5.     chiden.ssc
    6.     fden.ssc   
    7.     fdennc.ssc
     8  tden.ssc   
     9.     power.ssc
   10.    cement.ssc    cement.txt
   11.     carrots.ssc     carrots.dat
   12.      littell.ssc
   13.     penclln.ssc   penclln.dat
   14.     pigment.ssc  pigment.dat
   15.    grass.ssc       grass.dat
   16.    weight2.ssc   weight2.dat
   17.    wtloss.ssc    wtloss.dat
   18.    myers.ssc                             myers.dat
   19.    cpeptide2.ssc                        cpeptide.txt
   20.    lawschl.ssc    lawschl.dat
   21.    stormer.ssc                           stormer.dat