STAT 587 Interpretation of Data II

Prerequisite: 01:960:586 or equivalent.

Modern methods of data analysis and advanced statistical computing techniques. Topics cover smooth regression (including GAM models), nonlinear models, Monte-Carlo simulation methods, the EM algorithm, MCMC methods, spatial statistics, longitudinal data analysis/mixed effects models/GEE, latent variable models, hidden Markov models, Bayesian methods, etc. Expect to use the statistical software package R (or Splus) and to do some R (or Splus) programming for data analysis.

Instructor:

Name: Minge Xie

Phone: (732) 445-2546

Email: mxie_at_stat.rutgers.edu

Office: 565 Hill Center

Office Hours: Wed 1:30pm-2:45pm or by appointment

Course Syllabus:

• Spring 2009 Syllabus
  Note: Link to the R software (free) http://www.r-project.org/
            Link to the S+ software (free student version) http://elms03.e-academy.com/splus/

Course Discussion Page (Sakai@Rutgers):

Website: https://sakai.rutgers.edu/portal --- Need to use your Rutgers net id (eden or rci account) to access.

Lecture notes on Linear Regression and GLM

• Lecture 1 (Figure1.1Figure1.1bFigure1.2aFigure1.2)
• Lecture 2(Figure2.1, Figure2.2, Figure2.3, Figure2.4, Figure2.5, Figure2.6, Figure2.7, Figure2.8 )

Lecture notes on GLMM/GEE

• Lecture (ExampleSAS1ExampleSAS2ExampleRExampleCode)

Hand-out Examples of S-code (from my 586 class; R-code is similar):

• Examples on basics
• Examples on linear regressions
• Examples on GLM

Homework Assignments:

• Assignment No.1 ( Due on 2/18) (complete car purchase data)

Key Points to Answer HW No.1

• Assignment No.2 ( Due on 3/4)

Key Points to Answer HW No.2

• Assignment No.3 ( Due on 3/25)

Key Points to Answer HW No.3

• Assignment No.4 ( Due on 4/15)
• Assignment No.5 ( Due on 4/29)

Final Assignment:

• Assignment (4/29)

New York Times articles on R:

http://www.nytimes.com/2009/01/07/technology/business-computing/07program.html?_r=1&ref=business

http://bits.blogs.nytimes.com/2009/01/08/r-you-ready-for-r/