Topics covered:
| Prerequisites: | Math 3200 (or permission of the instructor) and a course in linear algebra, such as Math 309 or 429 |
|---|---|
| Textbook: |
Methods of Multivariate Analysis, 2nd edn, by A. C. Rencher, Wiley, 2002 ISBN 978-0471-418894 Old ISBN: 0-471-41889-7 (cloth) |
| Time and Location: | Tuesday-Thursday 2:30-4:00pm --- Cupples I Room 218 |
| Professor: |
Prof. S. Sawyer -- Cupples I Room 107 Phone: (314) 935-6703 -- Send email to Prof Sawyer |
| Office Hours: |
MW 3:00-4:00pm Office: Rm 107 Cupples I (Warning: call or email me first to make sure since I may have a conflict) (if these times aren't convenient, send me an email and we can set another time, or drop by my office anytime I am not talking to someone else) |
| Take-Home Final: | Take-Home Final Examination due Thursday, December 18 at 5:30 pm. |
| Office Hours during Final Period: | Send an email and schedule an appointment. Alternatively, there will be a scheduled office hour on Tuesday, December 16 at 4:00 pm. |
| Links: |
Homework Assignments SAS programs covered or to be covered in class Guide to using SAS (PDF format) Multivariate Linear Regression Models handout (PDF format) Other handouts that you might find interesting Click here for Professor Sawyer's home page Reference Books, including books for reviewing statistics and linear algebra |
Exams, Homework Sets, and Grades:
There will be around five homework sets, one in-class midterm,
and a final. Grades will be based on on the homework sets
(around 40%), the midterm (around 25%), and the final (around
35%). Cr means D or better if you elect ``Credit/No Credit.''
Final Examination:
Collaboration:
Collaboration on Takehome Tests:
WARNING:
Problems:
USING SAS:
If an answer to a problem in part (i) requires a table or a plot, add
page numbers to your homework and make references in part (i) by page
number, such as ``The scatterplot for part (b) is on page #X in
the SAS output below.'' Alternatively, you could Xerox a page or two of
your SAS output and include it in part (i) along with annotations as
well as in part (iii), but references by page number will usually be
enough.
SAS programs may be graded for understandability. SAS programs should be
structured, or have enough comments, so that someone who looks at the
program a year from now can easily tell what the program is doing. Most
comments should be put in title (or title2 or
title3) statements, since these will appear in the SAS output as
well as in the SAS program.
REFERENCES:
Some good books for reviewing Elementary Statistics:
A good book for non-Multivariate Linear Algebra and Statistics:
Some useful references on using SAS:
An excellent advanced book on Multivariate Statistics:
Last modified December 10, 2008
There will be a Take-Home final examination. This will be posted on the
Math 439 Web site by the end of the Reading Period (Tuesday-Thursday
December 9-11) and will be due Thursday, December 18 before 5:30
PM. You can turn it in earlier if you choose.
Collaboration on homework is allowed and can be helpful (and fun).
However, you must do all written work yourself. If you use SAS on a
problem, you must write the SAS program yourself and enter and run it
yourself.
Note: If you collaborate with someone on a homework,
list his or her name in a note at the top of the first part of
your homework.
There should be NO COLLABORATION on takehome tests, other
than for the mechanics of using the computer.
Make a copy of each homework before you hand it in !!
It may not be returned before you need to refer to it for the
next homework (or for the next test).
If a problem asks you to do a statistical test, EXPLAIN
CLEARLY what the null hypothesis H_0 is, what test you used,
what the P-value is, and whether the data is significant,
highly significant, or neither. If you use SAS, include this
as part of your answer in part (i) below.
If you use SAS to do a homework problem, then both the SAS
program and output must be included as part of the homework
that you turn in.
ALWAYS INCLUDE YOUR NAME in a title statement in your
SAS programs, so that your name will appear at the top of each
output page.
If a homework uses SAS, then it MUST BE ORGANIZED in the
following order:
R. L. Iman, A Data-Based Approach to Statistics.
Duxbury Press, 1994.
A. J. Tamhane and D. D. Dunlop, Statistics and Data
Analysis from Elementary to Intermediate,
Prentice-Hall, 2000.
Both books have been used as textbooks in Math 320 and 3200 at
WashU. The second book (Tamhane et al) is drier but deeper.
Shayle R. Searle, Matrix Algebra Useful for
Statistics, John Wiley and Sons, 1982.
Using the SAS Windowing Environment: A Quick Tutorial,
L. Hatcher, SAS Institute Press, 2001.
The Little SAS Book, Lora Delwiche & Susan
Slaughter, SAS Institute Press, 1995.
T. W. Anderson, An Introduction to Multivarite
Statistical Analysis, 3rd edition, John Wiley, 2003.
This is a good source for more detailed proofs of theorems, proofs of
deeper results, and extensions beyond what is in the text.
Click here for Professor Sawyer's home page: