Home

Handouts

Homework

Computing

Course Handouts

• Course Survey: PDF
• Mean and variance estimation: PDF
• Review lectures: PDF
• Examples of simple linear regression in R: PDF
• Sampling distribution of least-squares estimates: PDF
• A puzzling example: PDF
• Review on random vectors and multivariate normal distribution: PDF
• Special lecture on covariance matrices and multivariate normal distribution: PDF
• Cross-validation example: PDF

Computational examples

• Template from Lecture 1: lecture1.R; example data RatOzone2.dat
• Converting a data structure: ConvertData.R; example data ratozone.dat
• R reference chart (from rpad.org) : PDF
• Template from the Oct 1st R introduction session: 10-01_Recitation.R; example data DowJones.csv
• Template from an earlier R introduction session: RecitationOnR.R, test.R,; example data forbes.dat
• In class session (October 7th): IntroRinClass.R; example data forbes.dat, DowJones.csv, RatOzone2.dat, ratozone.dat
• Wed session (October 8th): end of class session from 10/07 and PermuteTest.R
• Wed session (October 15th): Oct15Tutorial.R; example data capm.dat
• Wed session (October 22nd): Oct22Tutorial.R; example data capm.dat
• Analysis of variance: bat.R; data set bat.dat; reference article PDF
• Example of multicollinearity: Coleman.R; data set coleman.dat
• Assessing the fit: residual_plot.R; data set Electricity.csv
• Diagnostics for leverage and influence: Influence.R; data set fuel.dat
• Model selection via the Cp statistic: Stepwise.R; data set coleman.dat
• A simple example of Principal Components Analysis (PCA): PCA.R; data set testscores.dat
• Bootstrap: Introductory examples, standard error estimates for means and medians .R, scores.dat
• Bootstrap: standard error estimates for correlation coefficients .R, crime.dat
• Bootstrap and linear regression .R

Datasets