STATS 760

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STATS 760

• Lecture 1

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My contact details

• Office (s)
• Rm 228 City
• 721332 Tamaki
• Phone
• Extn 88751 (City)
• Extn 88749 (Tamaki)
• Email lee_at_stat.auckland.ac.nz

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Course Aims

• To give you a survey of applied statistical
  techniques
• To develop your skills in researching new
  techniques
• To give you some practice in speaking and writing
  about statistics

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Course Plan

• There will be very few lectures!!!
• Based around weekly one-on-one meetings
• Each of you will independently study 5 topics,
  with help from me
• In pairs, you will write a short paper on one of
  the topics and give a verbal presentation on the
  topic

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Topics (first 5)

• Linear Models
• Glms/gams
• Modern regression
• Non-linear regression
• Mixed models

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Topics (Next 5)

• Multivariate Analysis
• Survival Analysis
• Time Series Analysis
• Spatial Statistics
• Graphics/plotting

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Journals and meetings

• You will keep a journal in which you describe the
  things you have learnt, and give sample analyses.
• At our weekly meeting, we will discuss what you
  have done, and discuss what is to be done next.
• The final meeting will be an oral exam when I
  will ask you some questions to see what you have
  absorbed over the whole of your reading.

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Assessment
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How to approach a topic

• For each topic, include in your journal
• An appreciation of why the technique is important
  
• The kinds of applied problems that the technique
  can solve
• The types of data that call for the technique
• Details of the models being fitted
• The software (mainly R but sometimes SAS) that
  you need to implement the technique
• How to interpret the output from the computer
  runs
• Any diagnostic techniques that are important
• How the technique relates to others (e.g. how to
  glms relate to linear models, GAMS to glms)

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Resources

• Use the following resources to research your
  topics
• Modern Applied Statistics with S-Plus (MASS)
• Other books (see reading list)
• Encyclopedia of Statistics
• Computer manuals
• Google

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Web pages

• Course information
• Notice board - check frequently!
• Reading List
• Assigned topics
• R resources
• Suggestions on writing papers and giving
  presentations

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Lectures

• Next week (Tuesday) an introductory lecture on
  linear models, and generalized linear models/
  generalized additive models
• Other lectures as required, to be arranged if
  necessary I suggest a class meeting in about 3
  weeks to review procedures, make changes if
  necessary

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Meetings(in my Tamaki office)

• Tues 930
• Tues 1000
• Tues 1030
• Tues 11
• Tues 1130
• Tues 400

• Thurs 930
• Thurs 1000
• Thurs 1030
• Thurs 1100
• Thurs 1130
• Thurs 200
• Thurs 230
• Thurs 300
• Thurs 330
• Thurs 400

Other meetings as required
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Presentations and Papers

• Choose a paper partner
• Choose a topic
• Email me by this Friday who your partner is and
  what topic you want to do
• (Linear models is not an option)

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Getting started Linear Models

• Suggested topics (Linear models)
• Review of 330
• The Linear model
• Model matrices
• How R builds up the linear model from the model
  formula
• More on prediction

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Linear Models (ii)

• Resources
• Venables and Ripley Ch 6
• STATS 330 lecture notes
• (www.stat.auckland.ac.nz/lee/330
• Reading list (000s of books on regression,
  linear models, see web page for recommended
  tiltles)

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Getting started GLMs

• Suggested topics
• Exponential families
• Maximum likelihood
• Newton-Raphson algorithm
• Iteratively reweighted least squares
• Special cases (logistic/poisson/normal regression)

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Graphics (ii)

• Resources
• Venables and Ripley Ch 4
• STATS 330 lecture notes(trellis graphs)
• (www.stat.auckland.ac.nz/lee/330
• Reading list
• I recommend the books by Tufte (2) and Cleveland
  (4)

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General comment on resources

• Getting books out of the library can be
  frustrating if you all do it at once
• I recommend the use of the photocopier either in
  the City stats office (see Sharon Walker) or at
  Tamaki (see me)
• Liaise with your classmates for making several
  copies of the same resource, use bulletin boards,
  emails (I will post a list of class addresses)
• The City Stats office has copies of Venables and
  Ripley available for photocopying
• I have some books that are also available from me
  for photocopying
• There is good stuff available over the net Try
  the Departmental pages or Google