STA302f20: Regression Analysis

University of Toronto Mississauga, Fall 2020

http://www.utstat.toronto.edu/~brunner/302f20

Professor: Jerry Brunner

• Office: Online
  • Zoom ID: 949 4910 5322
  • Zoom Link: https://utoronto.zoom.us/j/94949105322
• email: brunner[at]utstat.toronto.edu
• Office Hours: Tuesday 10:10-11:00 a.m. and Thursday 3:10-5:00 p.m.

Lecture: Tuesday 4:10-6:00 and Thursday 12:10-1:00 online

• Zoom ID: 971 4730 8967
• Zoom Link: https://utoronto.zoom.us/j/97147308967

Tutorial: Thursday 6:10-7:00 online

• Zoom ID: 982 2625 1131
• Zoom Link: https://utoronto.zoom.us/j/98226251131

• TA: Vishakh Patel
• Office: Online
  • Zoom ID: 998 7028 0574
  • Zoom Link: https://utoronto.zoom.us/j/99870280574
• email: vishakh.patel[at]mail.utoronto.ca
• Office Hours: Thursdays, 5:10 - 6:00 p.m.

Piazza:

• Instructor: Sangook Kim
• Email: sangook.kim[at]mail.utoronto.ca

Textbooks

• Primary: Linear models in statistics (2008) by A. C. Renscher and B. G. Schaalje.
• Secondary: Linear models with R (2009) by J. Faraway.

Topics: Linear algebra supplement, Random vectors, Multivariate normal via moment-generating functions, General linear model, Least squares, Gauss-Markov Theorem, F and t distributions arising from normal error terms, Hypothesis testing, Interval estimation, Prediction intervals, Residual analysis. As time permits, additional topics such as Weighted least squares, Polynomial regression, Response surface methodology, Automatic variable selection, Unconditional regression, Robustness. We will use R for computation.

Prerequisite: STA261H (Probability and Statistics II) and MAT223H/240 (Linear Algebra).

Grading:

Quizzes in Tutorial	50%
Final Exam	50%

Eleven quizzes will be given during tutorial, starting Thursday Sept. 17th. Quiz dates are Sept. 17, 24, Oct. 1, 8, 22, 29, Nov. 5, 12, 19, 26, Dec. 3. The lowest quiz mark will be dropped. An alternative version of the quizzes, offerred at another time, will be available to students who are currently living in another time zone. Please send email to Jerry, and we will work out the details.

There will be an assignment for each quiz. The knowledge you need to do each quiz is a subset of the knowledge you need to do the corresponding assignment. Many of the assignments will include a computer part. You will prepare a pdf of your computer input and output. Possibly, one of the quiz questions will ask you to attach the pdf to your quiz. The non-computer parts of the assignments are just to prepare you for the quizzes; they will never be handed in.

Policy for missed work: If you miss a quiz, the mark is zero. No makeups will be given. However, your lowest quiz mark will be dropped. If you miss a test or quiz with a valid excuse, your mark on the final exam (out of 10) will be substituted for the missing mark. The lowest of the resulting quiz marks will still be dropped. If you think you have a valid excuse, send email to Jerry about it, in advance if possible.

What is a valid excuse? Medical excuses are usually acceptable, even though they are difficult to check in the current environment. Technical difficulty is an excuse that will be accepted only once, at most.

Accessibility Needs: We are committed to accessibility. If you require accommodations for a disability, or have any accessibility concerns about the course, the classroom or course materials, please contact Jerry or Accessibility Services (visit http://www.utm.utoronto.ca/accessability or email accessconfirm.utm@utoronto.ca) as soon as possible.

Academic Honesty: It is an academic offence to present someone else's work as your own, or to allow your work to be copied for this purpose. This is the guiding principle.

Since the quizzes and final exam are online, they are open book and open notes. However, there are some important restrictions.

• You are allowed to use any material posted on this course website. This includes lecture slides, formula sheet and my solutions to homework. You are not allowed to use any other material on the internet.
• You are allowed to use lecture videos linked from the course website, though it is difficult to imagine that you would have enough time during a quiz or exam.
• You are allowed to use the two textbooks for this course. You are not allowed to use any other books.
• In addition, you are allowed to use your own handwritten lecture notes or notes from tutorial. This is limited to lecture notes from STA302F20. In particular, if you have lecture notes from another source such as an outside commercial tutorial service, you are not allowed to use those notes during the quiz or exam. Store the material in your brain.

You are allowed to use R as a calculator during quizzes. You will be required to use R on the final exam.

Again, it is an academic offence to present someone else's work as your own, or to allow your work to be copied for this purpose. To repeat: a person who allows her/his work to be copied is equally guilty, and subject to disciplinary action by the university.

Different rules apply to the computer and non-computer parts of the homework. For the non-computer part, there are almost no rules. I am providing my answers, and you are free to discuss them to your heart's content.

For the computer parts of the homework:

• Never look at anyone else's work or show anyone your work before the quiz. Above all, do not allow anyone in the class to see your R code before the quiz, and do not look at anyone else's.
• If you allow anyone else to have an electronic copy of your computer input and output, for any reason, you are not only guilty of an academic offence, you have lost your mind.
• I will supply some numerical answers for the computer parts, but perhaps not all. You are allowed to compare numerical answers with other students. Suppose one person says "What did you get for the beta-hat-4? My answer was 37.2." Three other people say "Yeah, that's what I got," and one person groans and opens his laptop. This is all good. But showing the code that yielded the 37.2 is a no-no.
• It is permitted to copy from me. If your work is very similar to what is presented in lecture, office hours or suggested readings, that is okay.
• If two students have computer work that is excessively similar to each other, but not similar to what was presented in lecture or office hours, that is evidence of cheating. Of course it's easier to detect if the work is also wrong.
• Direct copying of computer code from the internet (other than from the class website of STA30H5 Fall 2020) is prohibited. The only exception is that you may freely use my ftest function, which is not directly on the course website.
• It is acceptable to get help with the computer assignments from someone outside the class, but the help must be limited to general discussion and examples that are not the same as the assignment. As soon as you get an outside person to actually start working on one of your computer assignments, you have committed an academic offence.
• Be particularly careful about paying outside "tutors" to do the homework for you. If they solve the computer problems (or otherwise obtain solutions) for money and give you the answers with or without explanation, you are guilty of an academic offence. If they are students, they face possible expulsion from the university for a first offence.

For more detail, the latest version of the student handout "How not to Plagiarize" is available at http://www.writing.utoronto.ca/advice/using-sources/how-not-to-plagiarize The Academic Regulations of the University are outlined in the Code of Behaviour on Academic matters, which can be found in the Arts and Science Calendar or on the web at http://www.governingcouncil.utoronto.ca/policies/behaveac.htm.