CSI 991

Seminar in Computational Statistics:

New (and Old) Ways of Looking at Regression

Fall, 2002

Fridays 3:00pm/3:30pm -- 5:00pm, Science & Technology, Room 206

Whenever we can get the room, we will begin at 3:00pm. The Physics Department has the room until 3:30pm on Sept 6, Oct 4, Nov 1, and Dec 6.

Contacts:
csutton@gmu.edu
jgentle@gmu.edu

We will work through some of the material in Regression Modeling Strategies With Applications to Linear Models, Logistic Regression, and Survival Analysis by Frank Harrell.
Website for text.

We will also do some exploratory analyses in S-Plus, CART and MARS.
During the fisrt couple of weeks, we'll finish up some loose ends from the summer seminar.

Schedule

September 20
Adaptive estimators of the parameter of a Bernoulli distribution. The S-Plus script computes some estimators we studied, and performs a Monte Carlo study of their performance.
This was very productive, although the results were negative. Now we will try to get some positive results by studying adaptive confidence intervals. We'll do this sometime in the future.
September 27
Work on a data set with some of Allen's asterisks (or here's a better one) that Allen Keesee has put together, and analyze it using CART and other methods. Description of the data.
And here's a better one, together with a description.
The students learned (hopefully) a very important lesson: data must be recorded in (or transformed into) a form appropriate for computer processing if we are to use the computer as an assistant analyst.
October 4 (3:30pm)
Organizational meeting. Discussion of Chapters 1 and 2 of the Harrell text.
Cliff's Notes (read before the meeting).
October 11
Discuss Chapter 2 further and go into Chapter 3.
Analyze the data in Table 2.4, page 40.
- (tab-delimited, 2 variables -> 4 variables) (thanks to Jim Shine!)
- (.xls, 2 variables -> 4 variables) (thanks to Jim Shine!)
- (text, 2 variables, as in Harrell's dataset) (thanks to Cliff Sutton!)
Cliff's Notes (read before the meeting).
Assignments
October 18
Cliff's Notes (read before the meeting).
October 25
Cliff's Notes (read before the meeting).
November 1
November 8
November 15
Cliff's Notes (read before the meeting).
November 22
Cliff's Notes (read before the meeting).
November 27
No meeting.
December 6
Meet at 3:30pm (sharp!).
Chapter 5; same assignments.
December 13
Notes on projection matrices
December 20