STAT 5 00 - STATISTICAL METHODS
(4 hours per week)
Instructor: D. G. Bonett
Prerequisites: Introductory statistics, calculus, linear algebra
Text: Kutner, M.H. , Nachtsheim, C.J. Neter, J. Li, W. (2005) Applied Linear Statistical Models, 5 ed.
th
McGraw-Hill.
Part I. Basic Methods (weeks 1 - 5)
Populations, sampling, and random variables; univariate and bivariate expectations and moments; normal and
binomial distributions; methods of estimation; univariate and bivariate sampling distributions; asymptotic results;
estimation of mean (:), standard deviation (F), proportion (B), median (0) and correlation (D); confidence intervals
1 2121 21 2 1 2
and tests for :, F, B, 0, and D; tests and confidence intervals for : - :, F/F, B - B, D - D and 0 - 0 from two
1 2121 21 2 1 2
independent samples; tests and confidence intervals for : - :, F/F, B - B, D - D and 0 - 0 from paired
samples; sample size requirements for confidence intervals and tests; assumptions and effects of violating
assumptions. 1 Midterm Examination (100 points)
st
Part II. Regression Analysis (weeks 6 - 10)
Tests and confidence intervals for y-intercept, slope, conditional mean, and disturbance variance; prediction
intervals, inverse prediction, influential observations; diagnostic methods; multiple regression model, interpretation
of model parameters, standardized coefficients; dummy variables, modeling interaction effects, polynomial
regression; generalized least squares; sample size requirements for tests and confidence intervals; assumptions and
effects of violating assumptions. 2 Midterm Examination (100 points)
nd
Part III. Design and Analysis of Experiments (weeks 11 - 15)
Tests and confidence intervals for linear contrasts of means, proportions, and medians in single-factor experiments;
classifications factors; interpr etation of main effects, interaction effects, simple effects; measures of effect size;
randomized block and repeated measures designs; analysis of covariance; random coefficient models; point and
interval estima tes of variance components; sample size requirements for simultaneous tests and co nfidence intervals;
assumptions and effects of violating assumptions.
Final Comprehensive Examination (week 16, 150 points)
Note: All examinations are closed-book/notes.