Time and place
The course takes place during the 13-week period in Fall 2014 on Tuesday afternoon 13:00-17:00
Building 321, room 033.
Teaching material
The slides are intended to
be self-contained. They are organized approximately by week
and available as pdf files suitable for
printing.
The course mixes topics from a broad range of statistical
methods that can not be covered by a single book, there is
therefore no official book for this course.
Regression: Linear Models in Statistics , N. H. Bingham and J. M.Fry, Springer Undergraduate Mathematics Series, 2010.
Regression with Linear Predictors P. K. Andersen
L. T. Skovgaard, Series in Statistics for Biology and
Health, Springer, 2010.
A modern approach to regression with R S. Sheather, Springer text in Statistics, 2009
Introductory statistics with R, P. Dalgaard, Series Statistics and Computing, Springer, 2008.
Computer program
We will make use of the R and Rstudio programs. Students should have them installed on their laptop prior to the course. See CRAN and Rstudio web site for installation instructions. The programs will be introduced during the first lectures.
Course plan
Lecture week 1: Principles of statistical estimation and likelihood theory
Lecture week 2: Introduction to the R program
Lecture week 3: Simple linear regression
Lecture week 4: Multiple regression
Lecture week 5: Analysis of variance
Week 6: Project work
Lecture week 7: 2-way ANOVA and ANCOVA
Lecture week 8: Simulation and resampling methods
Lecture week 9: Extensions of the linear model
Week 10: Project work
Lecture week 11: Introduction to time series analysis
Lecture week 12: Introduction to survival data analysis
Lecture week 13: Project work
Last week: Oral exam
Instructor
Gilles Guillot,
gigu@dtu.dk
Office hours: Tuesday 10:00-12:00; room 109, building 321