Course Information SDS353 ADV MULTVARIATE MODELS, unique# 57491

MW 12:00pm-1:30pm, HR 2.116, Spring 2017

Instructor. Peter M uller. My office is R.L.M 11.174. I will hold office hours from 4-5 on Mo
and Wednesday. If you cannot make my office hours and would like to come by, please make an
appointment with me. My office telephone is 471-7168.
Carlos Pagani Zanini is our TA for this course. His office hours are time TBA, GDC 7.504.
Please make use of his office hours, including for R questions.

Prerequisites. We will make extensive use of statistical software (R) and build on knowledge
of introductory probability and statistics, as well as multiple regression. Formal prequisistes are
M408D or 408M; SDS325H, 332 or 352.
Some students asked if M362K and (M378K or M358K) were okay. This would be fine, but you
might need to learn about using R (see the references below).

Text. The main textbook for the course is

Advanced Data Analysis by Cosma Rohilla Shalizi

https://www.stat.cmu.edu/~cshalizi/ADAfaEPoV/

We will probably cover chapters 1-12, 16,17 (in detail), 20 and 24. For those who like a more in
depth and formal discussion of the same material, you could use (completely optional)

Applied Multivariate Statistical Analysis

by Wolfgang Karl Haerdl and Leopold Simar, Springer-Verlag.

The book is available as pdf at UT library.

Computing. We will make extensive use of the statistical programming language R. However,
we will not use class time to discuss computing. Many students already know R. And if you do not,
then it is better to learn by doing.
An excellent introduction to R is the book

Using R for Introductory Statistics,

by J. Verzani. The book is freely available at
http://cran.r-project.org/doc/contrib/Verzani-SimpleR.pdf.

Additional (excellent) tutorials are the

R Tutorial Videos, http://dist.stat.tamu.edu/pub/rvideos/. The site includes R

scripts and data sets to follow along.

Please use it! Start with the first tutorial Install to install R on your laptop.

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Course Grading and Exams. There will be 3 midterm exams, each counting 30% of the course
grade.

Exam 1 will be on Mo, Mar 6

Exam 2 will be on Mo, Apr 10

Exam 3 will be on Mo, May 1

Homework problems will count for the remaining 10% of the course grade.
Class attendance will not be used in assessing grades.
Dropping low M1 or M2 scores: For the final grading, I will look at all 3 exam scores (as percent of
the max possible): M1 (midterm 1), M2 (midterm 2), and M3 (midterm 3). If M1 or M2 is below
85% of the average of the other two exams, then it will be replaced by that number.
For example, if (M1,M2,M3)=(60,94,92) for a student who scored low on the first midterm, but
high on the 2nd and 3rd midterm, then we will replace M1 by .85*(94+92)/2 = 79. In short, do
not worry about doing badly on one of the exams. Work hard, do the problem sets and just about
everything is possible (note, this rule does not apply to M3).
Grade cutoffs will be
90-100 (A), 80-89.5 (B), 70-79.5 (C), 60-69.5 (D)
I will use the system in assigning final grades. Cutoffs for be announced after midterm 3.
Make-up exams: There will be no make-up exams for missed midterms. If you miss one midterm
with a legitimate and documented excuse, the missing midterm will be replaced by the average of
the other two midterm scores (exams in other classes do not count as legitimate excuse - sorry!).
Of course, if you know in advance about a conflict, please tell me about it before the midterm.

Homework. Homework assigned on (most) Mondays and will be due at the beginning of the
Monday class of the following week. Homework assignments will also be posted on the course
canvas site.
I will drop the lowest two homework scores in calculating your homework average. No late
homeworks will be accepted. The homework is the most important part of this course. To get full
credit the homework should be written neatly and clearly, with the pages stapled together.

Group work. Students are encouraged (but not required) to work on homeworks in groups of up
to 4 students. Please hand in one assignement with all group member names. All group members
are expected to work all problems. Use group work to compare solutions and combine into one
common solution, not to split problem sets.
No need to register groups besides simply putting the names on the assignment. You can change
groups at any time .

Students with disabilities. Please notify me of any modification/adaptation you may require
to accommodate a disability-related need. You will be requested to provide documentation to the
Dean of Students Office, in order that the most appropriate accommodations can be determined.
Specialized services are available on campus through Services for Students with Disabilities.