Applied Statistics in R
Black and white handouts of the lectures are avaliable in
this zip file.
AppliedstatisticsinR.zip
You will need these zipped data files for some of the
lectures.
AppliedstatisticsinRData.zip
1.
Descriptive
Statistics
Strip Chart, Box Plot, Histogram, Dotplot, Sample mean, median, variance and standard
deviation (sd), semi-interquartile range, scatter plot, covariance, correlation
2. Regression for Quantitative
Response
a .
Least Squares Multiple Linear
Regression
b.
Robust Regression,
Weighted Regression, Ridge Regression
Robust Regression, Weighted Regression, Ridge Regression
A
3.
Regression for
Categorical Response
a
Logistic Regression
Compute the confusion matrix for logistic regression
example from last lecture, Spliting data sets into training and test sets, building
logistic models.
b.
Poisson Regression
When to use Poisson regression, how to estimate
parameters, fitting regression models in R, testing goodness of fit, adjusting for
heterogeneity.
c.
Multinomial Logistic
Regression
Qualitative DV is not binary but takes K nominal
values.
d.
Ordinal Logisitic
Regression
Qualitative DV is not binary but
takes K ordinal values.
4.
Classification and Regression Trees (CART)
a. CART
- 1
set up in R, impurity measures, parametric models
b.
CART - 2
pruning a tree, prediction using tree, classification trees
5. Market Basket
Analysis
Association discovery from customer transactions data,
sequence discovery
6. Random Forests
Variable importance measure in Random Forestes, computing in R
7.
Generalized Linear Models (Not General Linear
Models)
8. Structural
Equation Model
Theory, Path Diagrams, Covariance Matrix Algebra, Two Stage Least
Squares
9. Arima
Modeling
Tutorial through example in R
10.
Cluster Analysis (under construction)
11.
Discriminant Analysis
(under
construction)
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