Statistical methods based on linear algebra --- Prof. Stanley Sawyer

**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: |
Tues,Thurs 2:30-4:00pm ---
Eads Rm 215 |

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.) |

Links: |
Homework AssignmentsTAKE-HOME FINAL
DUE Wed Dec 22, 2010 by 5:30 PMSAS programs covered or to be covered in classGuide to using SAS Notes on using SAS in the ArtSci Computing Lab Multivariate Linear Models handout Other handouts that you might find interesting Click here for
Professor Sawyer's home pageClick here for Math 475 home pageReference Books, including books for reviewing statistics and linear algebra |

**EXAMS, HOMEWORK SETS, AND GRADES:**

There will be four homework sets, an in-class midterm on **Tuesday,
October 26**, and a take-home final. Grades will be based on the
homework sets (around 50%), on the midterm (around 20%), and on the
takehome final (around 30%). The takehome final will be due on or before
**Wednesday, December 22**. Cr means D or better if you elect
``Credit/No Credit.''

**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 page 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).

**HOMEWORK AND TEST PROBLEMS:**

If a problem asks you to do a statistical test, EXPLAIN CLEARLY what the
problem is and what your answer is. Your answer should include what the
null hypothesis H_0 is, what test you used, what the implicit
alternative H_1 is for this test, what the P-value is, and whether
the data is significant, highly significant, or neither for this
hypothesis and test. If you use SAS or a comparable computer program, hand
in your homework in the format described below.

**ASSIGNMENTS USING SAS (OR OTHER COMPUTER PROGRAMS):**

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:

(**Part 1**) First, your answers to all the problems in the homework,
whether you use SAS for that problem or not. If the problem asks you to
generate a graph or table, refer to the graph or table by page number in
the SAS output (see below). Xeroxing a page or two from the SAS output or
cutting and pasting into a Word file or TeX source file is also OK, but
forward references by page number will usually be sufficient.

(**Part 2**) 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` or
`title2` statements to separate the problems in your output.)

(**Part 3**) Third, all output for all the SAS programs in the
previous step.

NOTE: If an answer in Part 1 requires a table or a plot that you need to
refer to, make sure that your SAS output has overall increasing (unique)
page numbers and make references to Part 3 by page number, such as
``The scatterplot for Problem 2 part (b) is on page #X in
the SAS output below.''

MAKE SURE that the page numbers in your SAS output has increasing page
numbers. If you do the entire homework in one SAS file, SAS will provide
increasing page numbers in the output. DO NOT say, ``see Page 3 in
the SAS output'' if Part 3 has output from several SAS runs, each of
which has its own Page 3. In that case, you can either write your own
(consecutive, increasing) page numbers on the SAS output, or else (for
example) refer to ``Page 2-7 in the SAS output'' (for page 7 in
the second set of SAS output) and write page numbers in the format ``2-7''
at the top of pages in your output. Remember that if I can't find your SAS
output for a particular question, I can't give you as much partial credit!

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.

**REFERENCE BOOKS:**
**A good book for reviewing statistics:**

A. J. Tamhane and D. D. Dunlop, Statistics and Data
Analysis from Elementary to Intermediate,
Prentice-Hall, 2000.

This books is often used as the textbook forn Math 3200 at WashU.

**Click here for Professor Sawyer's home page:**

Last modified December 14, 2010