Math 475: Statistical Computation - Fall 2007

Applied statistics using SAS (SAS is a widely-used statistical package)

Instructor: Jimin Ding; 

Office: Cupples I, Room 112A;
Email: jmding@math.wustl.edu
TA/Grader: Ruibin Xi email: rxi@math.wustl.edu
Lab sections: 9-10am. on 09/19,09/26,10/03,10/24,11/7,11/14,11/28

Office Hours: Mon. 4:00-5:30pm    or by appointment

Topics covered:

Introduction to SAS and SAS programming;  contingency tables and Mantel-Haenszel tests;  general linear models and matrix operations in SAS;  simple, multiple, and stepwise linear regressions;  ANOVAs and interactions;  nested and crossed interactions;  ANOVAs and regressions for vector-valued observations;  topics chosen from principal components analysis, discriminant analysis, logistic regression, generalized linear models, and survival analysis.

Prerequisites:

Math 320 and Math 493 or their equivalents. Math 493 may be taken concurrently.

Textbook:

Ronald Cody and Jeffrey Smith,
Applied Statistics and the SAS programming language, 5th edition
Pearson Prentice Hall, 2004,   ISBN 0-13-146532-5
NOTE:  Solutions to odd-numbered problems are in the back of the book.

Exams:

In-class midterm will be given on Oct.18 (Thur.).
Final will be a take-home-exam and due on Dec. 13 (Thur.) by 5 pm. (The problem assignments will be given at least 2 weeks before the due date.) If you turn in your final within 24 hours after due date, the grade will be scaled by 60%. No final after 5 pm. of Dec. 14 will be graded.

Grades:

There will be around five homework sets, one midterm, and a takehome final. Grades will be based on the homework sets (around 50%), on the midterm (around 20%), and on the takehome final (around 25%). Electonic files of your programs are required within 24 hours of due day. Efiles should be sent to TA through email directly and will be used to only random check. If all calculation are done by hand, please also email TA saying no program is used. Submitting efiles/ sending emails will be counted for 5% of your grade.

Collaboration:

Collaboration on homework is allowed and can be helpful (and fun). Collaboration on homework is encouraged, both for using the computer and for doing problems. However, you must do all written work by yourself, both computer programs and answers to homework questions. You must also write, enter, and run all programs yourself.
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.

Collaboration on Takehome Tests:There should be NO COLLABORATION on takehome tests, other than for the mechanics of using the computer.

WARNING:

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).

Problems:

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.

SAS PROGRAMS AND ASSIGNMENTS:

If you use SAS to do a homework problem, then the SAS program and output must be included as part of the assignment.
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.
All homeworks MUST BE ORGANIZED in the following order:

• (i) First, your answers to all the problems in the homework.
• (ii) Second, all SAS programs that you used to obtain the output for any of the problems. If possible, similar problems should be done with the same SAS program. (In other words, write one SAS program for several problems if that makes things easier. Better yet would be one SAS program for the entire homework with appropriate title statements to separate the problems in your output.)
• (iii) Third, all output for all the SAS programs in the previous step.
  If the answer to a problem requires a table or a plot that you need to refer to in your answers, 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.
  MAKE SURE that part (iii) of your homework (SAS output) has consecutive page numbers, so that it is easy to find ``page #X'' in your output. If you use several different SAS programs for your output (which is often easier), then write your own page numbers on the output if necessary and refer to those page numbers in part (i) of your homework.
  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. It is even better if descriptive comments can be put in title (or title2 or title3) statements, since these will appear in the SAS output as well as in the SAS program. SAS programs may be graded for understandability.

Some useful links and references:

Guide to USING SAS by Prof. Stanley Sawyer
SAS Online Printed Manuals: detailed decriptions about SAS procedures, including all available options and related statistical theories. See SAS Online Manuals by Prof. Sawyer for more details.
Using the SAS Windowing Environment: A Quick Tutorial, L. Hatcher, SAS Institute Press, 2001.
Applied Linear Statistical Models, 4th ed., John Neter, M. Kutner, C. J. Nachtsheim, and W. Wasserman, Irwin/McGraw Hill, 1999.
The Little SAS Book, Lora Delwiche & Susan Slaughter, SAS Institute Press, 1995.
Design and analysis of experiments, 2nd ed., Douglas Montgomery, John Wiley & Sons, 1984. (Good for multiple-comparison procedures.)
A Handbook of Statistical Analyses using SAS, B.S. Everitt and G. Der, Chapman & Hall, London, 1996.
Applied Multivariate Statistical Analysis. 5th ed., R. A. Johnson and D. W. Wichern, Prentice Hall, 2002.

Good books for reviewing elementary statistics:

A Data-Based Approach to Statistics,R. L. Iman, Duxbury Press, 1994.
Statistics and Data Analysis from Elementary to Intermediate, A. J. Tamhane and D. D. Dunlop, Prentice-Hall, 2000.