AMS 256 - LINEAR MODELS

Winter 2008

Professor:	Raquel Prado
Hours:	Tu and Th. 2-3:45pm
Room:	Baskin 165
Office:	Baskin 149
Office Hours (Tentative):	M: 3-4pm Tu: 4-5pm
e-mail:	raquel.replace_by_at.ams.ucsc.edu

• General Description:  This course is a graduate level course on linear models. Topics include: simple linear and multiple regression, parameter estimation and interpretation, prediction, model diagnostics, model comparison and variable selection. Some general topics on statistical inference such as hypothesis testing and interval estimation will also be covered. 
  
• Website: http://www.soe.ucsc.edu/classes/ams256/Winter08/
• Books: 
  
• Casella G. and Berger R.L. (2001) Statistical Inference (Second Edition). Duxbury Advanced Series. Required.
• Ravishanker N. and Dey. D (2001) A First Course in Linear Model Theory. Chapman & Hall. Highly recommended.
  
• Weisberg S. (2005) Applied Linear Regression (Third Edition). Wiley. Highly recommended for the modelling part of the course.
• Faraway J. J. (2000) Linear Models with R. Recommended.
• Other books: Linear Regression Analysis by Seber; Linear Models in Statistics by Rencher; Plane Answers to Complex Questions by Christensen.
  
• Pre-requisites: AMS-205.
• Evaluation: There will homework assignments roughly every 10-15 days. The homework will not be graded. There will be 3 quizzes (75% of the grade). At least 70% of the questions in the quizzes will be problems from the homework assignments or very similar problems. There will be no final exam, instead a final project is due on March 18th (25% of the grade).
• A full schedule of the lectures is available on-line. Please note that you will need a password to access the schedule from an outside campus location (please contact the instructor about this).