Linear Regression Models (Math 416)

Spring 2009

Professor        Marian Frazier
Office              309-A Rutherford B. Hayes Hall
Phone              PBX 5267
Website          www2.kenyon.edu/Depts/Math/FrazierM/

Office Hours

Textbook

Kutner, M. H., Nachtsheim, C. J., and Neter, J. (2004), Applied Linear Regression Models, Fourth Edition, The McGraw-Hill Companies, Inc.

Statistical Package & Computing

SAS will be used extensively throughout the course. A thorough list of SAS commands and procedures can be found on the class website.  This file will be invaluable, especially if you are not already familiar with SAS.  Another useful resource is Rebecca Elliot’s Learning SAS in the Computer Lab (the lab manual from Math 206).  Assignments and course announcements will be sent to you via e-mail or posted on the course web page. Data sets and programs will be placed in P:\Data\Math\Frazier\Regression. Proper maintenance of computer accounts, files, etc. is your responsibility. 

Our class meets in a computer equipped classroom, and we will be using statistical software extensively in the course. During regular class hours, the use of computers is restricted to students enrolled in the course. Furthermore, the use of the computers is also restricted to activities deemed appropriate by the instructor. Playing computer games, reading e-mail, conversing in a chat room, surfing the web, and working on assignments for other courses are a few examples of inappropriate activities that can be distracting to the instructor and other students in the course. Inappropriate computer use may result in penalties ranging from warnings to loss of computer privileges for the period. In cases of extreme and/or repeated violations, grade penalties or expulsion from the course may result.

Homework

Homework assignments will be given throughout the semester. I encourage you to work on as many problems as possible, including problems which have not been assigned. Subsets of the homework assignments will be collected and graded. Working with other students is encouraged, but each student must submit her/his own solution for problems to be collected.

Problem Sessions

During the semester we will have problem sessions regularly. These sessions are designed to improve your understanding of the concepts and enhance your mathematical maturity by requiring a clear, detailed presentation of the material to your peers. During these sessions, you will be responsible for solving an assigned problem and presenting the solution to the rest of the class. Answering all questions about your solution is a required part of the presentation. Being able to solve problems and being able to present the solutions to a group in a logical and coherent fashion are two different tasks. Our goal is to master both tasks.

As a “spectator” during a problem session, you have responsibilities as well.  Just as in any other upper-level Mathematics course (e.g., Probability, Real Analysis), students are expected to be present in both body and mind: contribute to class discussions; ask good questions; and actively participate when another student is presenting work at the board.  Students presenting their work are not meant to replace a seasoned, polished lecture that would be given by an experienced instructor. Nor should they be made to. They are counting on their fellow students to help them by making clarifying suggestions and asking questions.  I will feel free to ask questions of persons who are sitting down.

Late Policy

Your work must be turned in at the beginning of the class period on the assigned due date. No credit will be given for late papers. If for any reason you cannot turn in your paper on the assigned date, you must contact me or send e-mail to frazierm@kenyon.edu before class.

Exams

Exam 1

Thursday, Feb. 19

Exam 2

Thursday, April 16

Final Exam

(Take-home)

Thursday, May 7

Due at 8:30 am

Applied Project

You will be asked to solve an applied regression problem for a marketing company. The deadlines and more detailed instructions on the project will be announced in class.  However, the tentative plan is to incorporate the project into our schedule immediately after Spring Break.  Your executive summaries will be due in early April.

Academic Honesty

In general, the rules set forth in the 2008-2009 Course of Study apply.  Presenting the work of others as your own is strictly prohibited.  In the case of problem sessions/homework, you may collaborate with others in discussing how a problem may be solved (in fact, this is encouraged), but your write-up must be your own.  In the case of the applied project and the take-home Final, you are on your honor not to discuss any aspect of these assignments with anyone but me until all projects/exams have been turned in.  If you are not sure about some aspect of this policy, please see me before turning in an assignment.

Learning Disabilities

If you have a disability and feel that you may have need for some type of academic accommodation(s) in order to participate fully in this class, please feel free to discuss your concerns with me in private and also self identify yourself to Erin Salva, Coordinator of Disability Services at PBX 5453 or via e-mail at salvae@kenyon.edu.

Grades

Your course grade will be based on your overall percentage. The categories used to determine your overall percentage and their respective weights are listed below.

Homework and Problem Sessions

20%

Exam 1

20%

Exam 2

20%

Applied Project

15%

Final Exam

25%

Class participation will be used to help make borderline decisions.

Course Outline

 

Chapter 1

Linear Regression with One Predictor Variable

Chapter 2

Inferences in Regression and Correlation Analysis

Chapter 3

Diagnostics and Remedial Measures

Chapter 4

Simultaneous Inferences and Other Topics in Regression Analysis

Chapter 5

Matrix Approach to Simple Linear Regression Analysis

Chapter 6

Multiple Regression - I

Chapter 7

Multiple Regression - II

Chapter 8

Regression Models for Quantitative and Qualitative Predictors

Chapter 9

Building the Regression Model I: Model Selection and Validation

Chapter 10

Building the Regression Model II: Diagnostics

Chapter 11

Building the Regression Model III: Remedial Measures

Chapter 13

Introduction to Nonlinear Regression and Neural Networks

Chapter 14

Logistic Regression, Poisson Regression, and Generalized Linear Models