STA302f17: Regression Analysis

University of Toronto Mississauga, Fall 2017

http://www.utstat.toronto.edu/~brunner/302f17

Lecture: Tuesday 12:10-2:00 and Thursday 12:10-1:00 in IB 335

• Instructor: Jerry Brunner
• Office: 3028 Deerfield Hall
• Phone: 905-828-3816
• email: brunner[at]utstat.toronto.edu
• Office Hours: Tuesday 2:10-3:00 and Thursday 1:10-3:00

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 6:10-7:00 p.m. in DV 2105F

• Instructor: Yanbo Tang
• Office: 2034 Deerfield Hall
• email:
• Office Hours: Thursday 4:10-6:00 p.m.iv

Textbooks

• Primary: Regression analysis by A. Sen and M. Srivastava.
• Secondary: Linear models in statistics by A. C. Renscher and B. G. Schaalje.
• Secondary: Linear models with R 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 to do computations.

Prerequisites: STA258H (Statistics with Applied Probability) and MAT223H/240H (Linear Algebra). Note that students without prerequisites may be removed from the course at any time.

Grading

Regular Quizzes in Tutorial	50%
Pop Quizzes in Lecture	10%
Final Exam	40%

Regular quiz dates are September 14, 21, 28, October 5, 19, 26, November 2, 9, 16, 23, 30.

In spite of the mark weighting scheme above, a good performance on the final exam can save a student from failing the course. Suppose your final 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 or above the class median, 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 quizzes, and encourage them to study for the final exam.

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 quiz, the mark is zero. However, your lowest regular quiz mark and your lowest pop quiz mark will be dropped. If you miss a quiz with a valid excuse, your mark on the final exam (out of 10) will be substituted for the missing quiz mark, and 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 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 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 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 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. This also applies to students who are not enrolled in the class.

Because the computer parts of the homework assignments are often handed in, this is where problems usually arise. For the computer parts of the homework, the main rule is don't copy, and don't let anyone else copy from you.

• 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.
• 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. Your "friends" may ask you. You are expected to refuse.
• You are allowed to compare numerical answers. Suppose one person says "What did you get for b₄? 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.
• It is permitted to copy from me and the textbooks. If your computer work is very similar to what is presented in lecture, office hours or suggested readings, that is okay.
• Direct copying of computer code from the internet (other than from our class website) is prohibited. You are expected to do the work yourself. An exception is that you may download a publicly 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.
• 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.
• If you receive an electronic copy of anyone's computer assignment before it is due, it will be assumed that you used it, and you are guilty of an academic offence even if the assignment you hand in looks different on the surface. If you accidentally receive a copy of someone else's work, forward it to Jerry and Yanbo immediately with an explanation.
• It is acceptable to get help with your 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.

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.