STA302f15: Regression Analysis

University of Toronto Mississauga, Fall 2015

http://www.utstat.toronto.edu/~brunner/302f15

Lecture: Tuesday 12:10-2:00 and Thursday 12:10-1:00 in Room 235, Instructional Center (IB)

• Instructor: Jerry Brunner
• Office: 3028 Deerfield Hall
• Phone: 905-828-3816
• email: brunner[at]utstat.toronto.edu
• Office Hours: Tuesday 10:30-11:30 and Thursday 10:10-12:00

Note: I do not read my email every day, and the problem tends to get worse as the term progresses. It is much more efficient to talk with me before or after class, or during office hours.

Tutorial: Thursday 5:10-6:00pm in Room 2072, Davis Building (DV).

• Instructor: Eman Abo Alya
• Office: 2034 Deerfield Hall
• email: eman.aboalya[at]mail.utoronto.ca
• Office Hours: Wed 2:10-3pm and Thursday 4:10-5pm.

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. 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: STA258H (Statistics with Applied Probability) and MAT223H (Linear Algebra I).

Grading:

Quizzes in Tutorial	20%
Test 1 in Lecture, Tuesday Sept. 29th	20%
Test 2 in Lecture, Tuesday Oct. 27th	20%
Final Exam	40%

Eleven quizzes will be given in tutorial, starting Thursday Sept. 17th. Quiz dates are Sept. 17, 24, Oct. 1, 8, 15, 22, 29, Nov. 5, 12, 19, 26. The lowest quiz mark will be dropped.

In spite of the weighting scheme, a good performance on the final exam can save a student from failing the course. Suppose your average including the final exam is less than 50%. If your mark on the final exam is at least 70%, or your mark on the final is at the class median or above, then you get a mark of 50% for the course. This rule is intended to give hope to students who have messed up on the tests quizzes, and encourage them to study for the final exam. In the past, very few have been saved this way, because marks on the final exam tend to be lower than the term average.

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 bring printouts to the quiz and answer questions based on the printouts. Possibly, one of the quiz questions will be to hand in a printout. 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 test or 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, for the quizzes) will be substituted for the missing mark. If it is a quiz, the lowest of the resulting quiz marks will still be dropped.

What is a valid excuse? If you miss a quiz for medical reasons, you must submit a University of Toronto Medical Certificate (not just a note), available at

http://www.illnessverification.utoronto.ca

The certificate must include the statement that you were unable to write the test or quiz for medical reasons. If the certificate does not clearly indicate that you were unable to function, the excuse will not be accepted. Documentation must show that the physician was consulted on the day of the test or quiz, or on the next day. A statement merely confirming a report of illness made by the student is not acceptable.

As another example of an excuse that is not acceptable, automotive breakdown or other transportation problems are never valid excuses. If you miss a test or quiz because you are taking another class at the same time as this one, that is not a valid excuse. The printer jammed, my dog ate it, etc. fall into the same category. If the University is officially open, weather is a valid excuse only if more than 50% of the class miss the test or quiz.

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. To repeat: the person who allows her/his work to be copied is equally guilty, and subject to disciplinary action by the university.

It is fine to discuss the assignments and to learn from each other, but there are clear limits on what is acceptable. It is okay to discuss the meaning of the question. It is okay to discuss general principles related to the question. It is okay, and encouraged, to discuss examples from lecture or textbook that are similar to the question. It is okay to reveal your approach to solving a problem (not the details), but only to somebody who has tried the problem and is really stuck. Even then, it is better to ask questions (like "Well, what's the null hypothesis?" Or "The problem is asking whether this estimator is unbiased. So, what's an unbiased estimator?") instead of just giving your answer. A good rule is to never help someone who hasn't started yet.

But above all, don't copy, and don't let anyone else copy from you. You are expected to do the work yourself, and then perhaps compare answers after you have done so.

• For the non-computer parts of the homework: Never photocopy or photograph anyone's homework, or allow your homework to be photocopied or photographed. Copying by hand is also strongly discouraged. Your "friends" may ask you. You are expected to refuse.
• But you don't have to be rude. Instead of showing them your answer, walk them through an in-class example that is similar to the problem (there probably is such an example). Or make up another example or homework problem yourself. Then you can show all the details without any worries.
• For the computer parts of the homework: Never look at anyone else's printouts or show anyone your printout before the quiz when they might be handed in. Above all, do not allow anyone in the class to see your R code before a computer assignment is due, and do not look at anyone else's.
• You are allowed to compare numerical answers. 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.
• For some quizzes, you will be asked to bring your printouts to class; maybe you will hand them in, and maybe you will use them to answer some questions. Never, ever, bring a copy of somebody else's printout, or allow anyone to have a copy of yours. Again, your "friends" may ask you. You are expected to refuse.

You might be surprised to know how easy it is to detect copying on computer assignments. Here are some guidelines:

• 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.
• If you allow anyone to have an electronic copy of your computer work, for any reason, you are not only guilty of an academic offence, you have lost your mind.
• Direct copying of computer code from the internet (other than from the class website of STA30H52 Fall 2015) is prohibited. You are expected to do the work yourself. An exception is that you may download a publically available R package that does what you need to do. That's a package that you install with the Package Installer, and not just a function posted on the Internet.

It is acceptable to get help with your 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 assignments, you have committed an academic offence.

Be particularly careful about paying outside "tutors" to do the homework for you. If they solve the 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.