Instructor: Ronald Thisted Office: Eckhart 126 Phone: 702-8332 (voice mail) email: r-thisted@uchicago.edu

- Mathematical analysis (advanced calculus)
- Introduction to statistical theory (Stat 244-245)
- Matrix linear algebra (Math 250)

Weisberg, Sanford (1985). *Applied Linear Regression, *Second edition.
New York: Wiley. Abbreviation: ALR. [Ordered at Seminary Coop Bookstore]

Chambers, John M., and Hastie, Trevor J., eds. (1992). *Statistical Models
in S.* Pacific Grove: Wadsworth & Brooks/Cole. Abbreviation: SMS.

McCullagh, Peter, and Nelder, John (1989). *Generalized Linear Models,
*Second Edition. London: Chapman & Hall.

Mosteller, Frederick and Tukey, John W. (1977). *Data Analysis and
Regression: A Second Course in Statistics.* Reading: Addison-Wesley.

Rao, C. R. (1973). *Linear Statistical Inference and its Applications,
*Second Edition. New York: Wiley.

Thisted, Ronald A. (1988). *Elements of Statistical Computing: Numerical
Computation.* New York: Chapman & Hall.

2. All of the data sets from Weisberg's book, *Applied Linear Regression,
* are available in the directory /ga/thisted/343 on `galton`. The
files names are of the form ALRnnn, where nnn denotes the three-digit page
number on which the data set appears. Note the UPPER CASE letters in the file
names. These data are also available on the Sun Cluster in the directory
/nfs/quads/q2/rats/343.

3. If you will be working on the Sun Cluster instead of `galton`,
read the document entitled, "Using S+ on the
Sun Cluster."

Example. Here are some computations in S to help you get started. The data
are from exercise 1.2 in ALR. *The statement "S UCINIT" should be done once and
only once in each directory in which you plan to use S.* It sets up a file
called .Data, and turns off an invisible file .Audit that would otherwise grow
without bound.

galton% mkdir Stat343 galton% cd Stat343 galton% S UCINIT # This sets up your Stat343 directory (one time only) /ga/thisted/Stat343/.Data has been created and new S can be run in ... directory /ga/thisted/Stat343 /ga/thisted/Stat343/.Data/.Audit is now null and locked against use. .. If you need Audit, see S notes on Audit. galton% Splus -e # On the SUN cluster, omit "-e" Warning: Cannot open audit file # This is entirely normal if you have set up S correctly > x <- read.table("/ga/thisted/343/ALR028") > # On the sun cluster, the file name should be "/nsf/quads/q2/~thisted/343/ALR028" > x V1 V2 1 210.8 29.211 2 210.2 28.559 3 208.4 27.972 ... etc ... 30 181.0 15.919 31 180.6 15.376 > reg.out <- lm(x[,2] ~ x[,1]) > summary(reg.out) Call: lm(formula = x[, 2] ~ x[, 1]) Residuals: Min 1Q Median 3Q Max -0.6138 -0.2497 -0.09921 0.2636 0.8123 Coefficients: Value Std. Error t value Pr(>|t|) (Intercept) -64.4128 1.4292 -45.0702 0.0000 x[, 1] 0.4403 0.0074 59.1431 0.0000 Residual standard error: 0.3563 on 29 degrees of freedom Multiple R-Squared: 0.9918 F-statistic: 3498 on 1 and 29 degrees of freedom, the p-value is 0 Correlation of Coefficients: (Intercept) x[, 1] -0.999 > reg.out Call: lm(formula = x[, 2] ~ x[, 1]) Coefficients: (Intercept) x[, 1] -64.41275 0.4402819 Degrees of freedom: 31 total; 29 residual Residual standard error: 0.356344 > q() galton%