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STAT 512: Applied Regression Analysis

Fall 2018

Instructor: Dr. Tiantian Qin


Office: Math 526
Email: tqin@purdue.edu
email is the best method to contact me
please include STAT 512 and your section
number in the subject line

Office Hours: Monday 2:30 – 3:30, Math526 or by appointment. In the case that office hour on Monday
has change, an announcement will be sent beforehand.
Teaching Assistant: Imon Banerjee, ibanerj@purdue.edu. Please send email to the TA regrading R
issues (installation, rstudio, markdown, etc).
Textbook: Special reprint of Applied Linear Statistical Models, 5th ed., by Kutner, Neter, Nachtsheim &
Li, 2012. (Strongly Recommend). ISBN: 9781121819573. Information on how to order or
access the ebook is available on Blackboard (see instruction in Blackboard).
Sections: STAT 512-010 TR 1:30 – 2:45 pm REC 113
STAT 512-009 TR 3:00 – 4:15 pm REC 113
A maximum of 40 students are allowed in UNIV 017/019 at one time. Please attend the
section for which you are registered. If you must miss class, you may attend the other
lecture if there is space.
Prerequisite: A course in general statistical methods that has calculus as a prerequisite (e.g., STAT
350, STAT 503, STAT 511).
Blackboard (https://mycourses.purdue.edu): I will distribute all course materials, including lecture
notes, assignments, grades, and any official announcements, through the course’s
Blackboard site. In addition, assignments will only be accepted over Blackboard. It is your
responsibility to check Blackboard and your Purdue career account email on a regular
basis for announcements regarding the class. If you encounter a problem submitting an
assignment on Blackboard, please email me as soon as possible.
Piazza Piazza provides an online forum to discuss course material and get help from your fellow
students, and from me. I will attempt to respond to questions within 24 business hours, but
I strongly encourage you to respond to each other’s questions as well. Posting answers to
homework problems or exam questions will be treated as academic misconduct. There is a
link to Piazza in Blackboard.
Software: We will use R to perform analyses in this class. R is available for free (https://www.r-
project.org) (See a brief instruction in Blackboard).

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Learning Objectives
This course focuses on the practical application of linear regression techniques rather than their
mathematical derivation. However, we use math extensively throughout the course, and most
assignments will include a quantitative component. Real world analyses usually require judgement
calls, and are very rarely amenable to rote applications of statistical techniques. Knowing when to use a
certain method, why it should (or should not) be used, and how to interpret its results are all at least as
important as knowing how to carry out the calculations to get those results or which numbers to look at
in the output from a computer program. A solid conceptual understanding of the theory that underlies
linear regression is critical to developing this knowledge. To do well in this class, you should aim to
learn not only what to do in a given situation, but why.

After completing this course, you should be able to:


1. Understand and explain the mathematical structure of linear regression models
2. Build, analyze, and apply both simple and multiple regression models in real-world settings
3. Conduct analysis of variance and covariance for regression
4. Construct and interpret polynomial and interaction models
5. Use linear regression models to perform statistical inference
6. Identify the assumptions made by linear regression, use regression diagnostics to check those
assumptions in the context of a particular application, and (if necessary) apply appropriate
remedial measures to reduce violations of the assumptions
7. Conduct residual analysis
8. Use data transformations to improve model performance
9. Use model selection criteria to identify the best model from a set of candidate models
10. Use R to conduct regression analyses

Summary of expectations

I expect you to take responsibility for your own learning, to make an honest attempt to use the
resources available to you (lectures, the textbook, homework assignments, etc.) to master the course
material, and to maintain the highest standards of academic integrity. I also expect you to attend class
regularly, to come to each class prepared to listen and answer questions, and to behave appropriately
and politely toward other members of the class.

To prepare for class, it is often helpful to read ahead of the lectures in order to get a general
introduction to the material. When doing this, try not to get bogged down in details or equations.
Instead, focus on big picture concepts, becoming familiar with terminology, and identifying any topics
that you find particularly challenging or difficult to understand. After lecture, while working on homework,
or studying for exams, a second, more detailed reading of specific sections of the text will help solidify
your understanding.

I will do my best to explain the material in a way that makes sense, but I will sometimes need feedback
from you to know whether you understand a particular point or to figure out the best way to explain a
concept. If anything is unclear or confusing, or if you need help on a homework assignment, I expect
you to ask questions. Similarly, the graders and I will do our best to evaluate your work in a fair,
consistent, and transparent manner. However, mistakes do happen. If you are concerned that there has
been an error in grading or if you do not understand why you received a particular score, I expect you to
bring the issue to my attention in a timely manner.

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Grading Homework 25%
Group Project 15 %
Midterm 25%
Final 35%
Total 100%

The final percentages needed for a particular grade are as follows: 90 – 100 = A, 80 – 89 = B, 70 – 79 =
C, 55 – 69 = D, < 54 = F.

Homework: Homework assignments will normally be due every other week, at midnight on Friday. They
will be posted on Blackboard at least 1 week before they are due.
Homework must be submitted on Blackboard, using the link that accompanies each
assignment.

 Homework should be typed and submitted.


 Equations should be typeset using the Microsoft Word equation editor, MathType, or
LaTeX. If you are not familiar with any of these tools and need help getting started, please
ask.
 Include your name as it appears in Blackboard, your section number or class time, and
the title of the assignment at the top of the first page.
 Answer questions in order, clearly label the answer for each question, and answer in
complete English sentences unless otherwise specified in the question.
 Provide any necessary graphs or analytical results (and only the necessary results) with the
relevant question. Please do not place them at the end of the assignment. Every graph or
table should be accompanied by a title or caption containing a label (e.g., “Fig. 1” or “Table 1”)
and briefly describes the contents. See the example on Blackboard for details.
 Paste only relevant output and explain major findings from the output. An unexplained output
will be considered incomplete and 50% will be deducted from the problem.
 A copy of your R code must be appended to the end of each homework assignment and
labeled clearly. In the event that there is an error, this will help the grader to identify the
problem and assign appropriate partial credit. If code is not included, 50% will be deducted
from the assignment.

Exams: There will be one evening midterm exam and a final. Dates and times are to be determined.
A piece of A4 paper (double sided) can be used for cheat sheet; calculators are allowed, but phones
and computers are not. Additional details will be forthcoming.
 Midterm will be on Wednesday 10/17, 8:00pm-9:30pm, RHPH 172.
 Final will be determined by university and announced later.

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Project: There will be a group project worth 15% of your final grade, which will be evaluated according
to two components: final written report (75%) and peer evaluations (25%). Guidelines and deadlines for
the project are listed below:
 Groups of 4 will be formed by own choice by the end of the second week of classes. An
unique group number will be assigned.
 Each group must select a case and dataset to analyze. Check out the “data and resource”
from Blackboard. You will need to conduct some literature review when you select your
data. The problem should be suitable for analysis by multiple linear regression. There should
be at least 4 explanatory variables and one primary response variable. Examples include
piecewise linear regression, 1- or 2-way ANOVA, ANCOVA, multiple or polynomial regression,
and model selection involving several possible predictor variables. The problem should not has
been done before (i.g., in a previous term of this class, or any other classes).
 Each group must submit a written project proposal by Thursday, Sept. 13th, to obtain
approval of their project. Then I will schedule meetings to talk to the team if necessary. I
strongly encourage you to submit your proposal as early as possible. Proposals should
provide:
1) a brief description of the research problem and goals (what questions do you
want to answer?)
2) a description of the available data
3) any preliminary analysis that helps in that description
4) a preliminary plan of analysis (this can change as you work on the project)
 The final report will be due on Saturday, December 1st. It is limited to 10 pages, and
should include four sections:
1) background and description of the problem (this can reuse/revise the proposal)
2) design and analysis
3) results
4) conclusions
Please check out the detailed guideline in Blackboard.
 Each group member will evaluate his/her and the other group member’s participation on the
project. An evaluation form will be handed out later in the semester and will be due at the same
time as the report. The goal of the evaluation is to summarize each person’s effort in trying to
do his/her fair share, not their knowledge of the material.
 Project presentation: In the last week of semester Dec 4th and 6th, each team will present their
project in front of class. The format will be similar to the report.

Late work: As a general rule, late homework and project assignments will not be accepted unless
written authorization is given by the instructor prior to the due date. Technical difficulties with your
personal computer will not be accepted as a legitimate reason to accept late work.

Makeup work and extensions: If you become ill or will be participating in a university-sponsored
activity such as an athletic event, job interview, military service, religious observance, or academic
conference, please contact me at the earliest possible date to arrange alternative due-dates or
makeup assignments/exams. Except in cases of emergency, requests for makeup work or
extensions will not be granted for requests made < 24 hours before an assignment is due.
In the event you must miss an exam for a valid reason, you must (a) notify me at least two week prior
to the exam date AND (b) provide appropriate documentation in order to take a makeup exam. If you
miss an exam due to an emergency, you must email me with details of your situation within 24 hours of
the scheduled exam time and follow up with appropriate documentation. Please note that airline
schedules and planned family trips do not constitute valid reasons to miss an exam – if you book
tickets before the final exam schedule is published, you do so at your own risk.

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Regrade requests: Errors in grading do occur. You are responsible for reviewing your graded
assignments and exams, and your grades on Blackboard, and for requesting any clarification or
correction of your score in a timely manner. I reserve the right to refuse any regrade request that is
made more than one (1) week after the solution set for an assignment or exam has been posted.
Except for requests involving the final exam, no regrade requests will be accepted after the end of
Dead Week (Friday, Dec14th), when grades other than the final exam will be finalized.

To request a regrade, download the Regrade Request Form from Blackboard, and submit the
completed form to the link that is provided with the form. Please be sure to fill the form out
completely, including a detailed explanation for the reason that you are making the request.
Requests that lack sufficient explanation to understand the nature of the suspected error may be
rejected (“Check question 4” is not sufficient). For regrade requests on the exam, you must also
provide the hard copy of your exam by handing it to me in class or bringing to my office.

Attendance and personal conduct


I expect all students to behave in a respectful and professional manner toward other members of the
class at all times. Anyone deliberately or persistently engaging in abusive, intimidating, or derogatory
language or actions will be asked to leave, and will be considered to be disruptive (see below).

Attendance and punctuality: I expect you to regularly attend class, but I also understand that you are
busy and trust you to make your own decisions about how to best use your time. It is your
responsibility to obtain any materials that you miss as a result of an absence.
Please do your best to arrive on time. If you must be late, please be respectful of your fellow
students and enter the room quietly, with a minimum of disruption, and close the door behind you.
Use of electronics: Emerging evidence suggests that note-taking by hand, using pencil (or pen) and
paper is more effective for learning than note-taking on computers (Mueller, P.A. and D.M.
Oppenheimer 2014. Psychological Science 25:1159-1168). That said, feel free to use the medium
with which you are most comfortable, provided that you observe the guidelines below regarding
Disruptions and Commercial note-taking.
Disruptive behavior: Disruptive behavior will not be tolerated. In extreme cases, disruptive behavior
will result in the loss of up to one full letter grade and will be referred to the Office of Dean of
Students. Disruptive behavior includes anything that might reasonably be expected to distract or
otherwise interfere with learning by other members of the class, including non-class related
discussions, persistent interruptions, ringing cell phones, and noises from laptop computers.
English is the only language in class.
Commercial note taking in this class is strictly forbidden. Consistent with Purdue University policy
(http://www.purdue.edu/studentregulations/student_conduct/misc.html, Part J), assignments,
exams, answer keys, solution sets, and student’s notes are considered to be “derivative works” of
the lectures and are therefore subject to the instructor's copyright. Publication of any materials
covered by this definition, including posting to any website accessible by persons not enrolled in the
current section of the course, without prior written permission will be considered to be a copyright
violation. Electronic recording devices may not be used during class without prior
authorization. Please talk with me if you have questions or concerns about this policy.

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Academic integrity and collaboration

PURDUE HONORS PLEDGE


As a boilermaker pursuing academic excellence, I pledge to be honest and true in all that I do.
Accountable together - we are Purdue.

I strongly encourage collaboration that genuinely aims to improve your conceptual understanding and retention
of the course material. This includes group study sessions, discussing homework assignments, and comparing
your answers with other students. However, copying answers or computer code from another student or from a
similar problem assigned in a previous semester does not serve any learning objective, and will be penalized as
academic misconduct. Any attempt to cheat on an exam also will be treated as academic misconduct.

Any student who is found to have engaged in academic misconduct on any assignment, project, or exam,
or to have enabled misconduct by another student, will receive penalties up to and including an F for the
course and will be referred to the Dean of Students for potential further sanctions. There will be no
exceptions. Please note that “enabling misconduct” includes unauthorized attempts to make assignments,
exams, or answer keys available to students in future semesters.

If you are unsure whether a particular action constitutes misconduct, please feel free to ask. A good rule of
thumb is to talk with other students about how to do a problem, do the work and write it up by yourself, and
then compare answers afterwards, repeating the cycle as needed to correct any errors.

General university policies and procedures

Emergencies: Please review the Purdue’s Emergency Procedures Guidelines, which are available online at
https://www.purdue.edu/ehps/emergency_preparedness/flipchart/index.html. In the event of a tornado
warning, take shelter in the interior, basement hallway of University Hall. If there is a fire alarm during class,
we will muster at the entrance to Beering Hall, near the fountain.
Please note that a major campus emergency or other circumstances beyond my control may necessitate
revisions to the course requirements, deadlines, and grading percentages. Any relevant changes will be
posted on Blackboard, or can be obtained by emailing me.
Nondiscrimination: Purdue University is committed to maintaining a community which recognizes and values
the inherent worth and dignity of every person; fosters tolerance, sensitivity, understanding, and mutual
respect among its members; and encourages each individual to strive to reach his or her own potential. In
pursuit of its goal of academic excellence, the University seeks to develop and nurture diversity. The
University believes that diversity among its many members strengthens the institution, stimulates creativity,
promotes the exchange of ideas, and enriches campus life.
Purdue University prohibits discrimination against any member of the University community on the basis of
race, religion, color, sex, age, national origin or ancestry, marital status, parental status, sexual orientation,
disability, or status as a veteran. The University will conduct its programs, services and activities consistent
with applicable federal, state and local laws, regulations and orders and in conformance with the
procedures and limitations as set forth in Executive Memorandum No. D-1, which provides specific
contractual rights and remedies. Any student who believes they have been discriminated against may visit
www.purdue.edu/report-hate to submit a complaint to the Office of Institutional Equity. Information may be
reported anonymously.

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Students with Disabilities: Purdue University is required to respond to the needs of the students with disabilities
as outlined in both the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990 through the
provision of auxiliary aids and services that allow a student with a disability to fully access and participate in
the programs, services, and activities at Purdue University.
It is the student's responsibility to notify the Disability Resource Center (http://www.purdue.edu/drc) of an
impairment/condition that may require accommodations and/or classroom modifications.
Except for the first homework assignment, official paperwork is required at least two weeks in advance of any
exams or assignments that require accommodations. If you require accommodations, please speak with me
about your requirements as early as possible.
Grief Absence Policy for Students: Purdue University recognizes that a time of bereavement is very difficult for
a student. As mandated by the University’s Grief Absence Policy for Students (GAPS), students facing the
loss of a family member will be excused for funeral leave and given the opportunity to earn equivalent credit
and to demonstrate evidence of meeting the learning outcomes for missed assignments or assessments.
Violent Behavior Policy: Purdue University is committed to providing a safe and secure campus environment
for members of the university community. Violent Behavior is prohibited in or on any University Facility or
while participating in any university activity. The full policy is available at
http://www.purdue.edu/policies/facilities-safety/iva3.html#statement.