Statistics 6501/6502: Handouts

Statistics 6502 Handouts:

Bayesian Statistics

• Bayesian.pdf
• Hierarchical.pdf
• Gibbs.pdf  Gibbs
• MCMCRoundtable.pdf
• HierarchicalDiseaseFreedom.pdf

WinBUGS

• the movie!

Simple Bayesian Examples

• NormalNormal.odc NormalNormaldoodle.odc Estimate the mean of a Normal distribution with known variance.
• BetaBinomial.R BetaBinomial.odc BetaBinomialdoodle.odc  Estimate the population proportion from a Binomial sample.
• GammaPoisson.odc GammaPoissondoodle.odc  Estimate the rate of a Poison Distribution.

Bayesian Gibbs Sampling Regression Example

• Regression1.R
• RegressionBugs.odc RegressionDoodle.odc  Estimate the regression coefficients in a simple linear regression model.
• regr.odc     regrdata.odc    regrinits.odc    regrscript.odc    WinBUGS Script to run the regression program.   
• regscriptOpenBUGS.odc  OpenBUGS Script to run the regression program.

WinBUGS Examples

• pumps.odc

Prior Selection, compute parameters for mode and upper values of a gamma, beta, and normal density.  R program.

• bestfit.R
• Try out BetaBuster

Hypothesis Testing Examples: Null Distribution.  Size of the test used to determine the critical value.

• HTExamples1.r
• HTExamples2.r  ROC

Demos using the R TeachingDemos library

•  powerROC.R

Likelihood Ratio Test for the Equality of Two Normal Populations

• LiklihoodRatioTest.pdf
• plrt.R

Analogies

• 25 Analogies

Confidence Intervals for p (Note: This paper gives a basic description of Wald and Score Tests.)

• agresti&coull.pdf
• pci00.r

Stats Magazine Paper on the Binomial CI

• BinomialCI.pdf

SAS Proc Freq - Chi Square, odds ratio, relative risk

• freq01.txt

Permuation Tests / Randomization Tests

• permtests.pdf
• permutationtest.r

Prediction Limits

• Prediction.pdf
• prediction01.R

Poisson Regression - MS Exam Fall 2011 Open Book Exam

• Poisson Regression.pdf
• Poisson Regression.R

SAS Proc Catmod - Logistic Regression Example

• O-ring.sas    O-ring.dat

Wordcloud

• wordcloud.R
• alice.txt
• moby.txt

loess

• nlm.R
• flow-occ.csv

Clustering

• clustering.MTW

Statistics 6501 Handouts:

Introduction to R

• IntroductionR.pdf

Simulation of the Sampling Distributions of order statistics.

• example6.r

Ch. 7 Survey Sampling has been posted 

• SurveySampling.pdf

Fitting models to a random sample.

• fittingmodels.R

MLEs

• normal.r     normal_basic.r    normal_para.r
• gamma.r
• hw.r

Large Sample Theory for the MLE.

• LargeSampleTheory.pdf

Coverage Probability of Confidence Intervals.

• ci.R

Confident Interval for the Confident Level

• cici.R

Introduction to Survival Analysis:  Censored Data, MLE, invariance

• survival.pdf

Normal MLE, parametric and nonparametric bootstrap of the mean.

• normal_basic.r     percentile bootstrap and method presented in the book (basic).
• normal_para.r      nonparametric bootstrap using the boot function.

Nonparametric Bootstrap. 

• npbootstrap.pdf
• npbootstrap.R    
• npbootstrap_Hiromi.R      boot( ) and snow( ), for parallel processing.

Irregular Estimation - Prof. Trumbo notes

• uniform1.pdf
• uniform2.pdf

Examine the log of the density

• estimateFisherInformaton.pdf
• log.density - ver02.R

Failure Time Regression Example of MLE

• ft.pdf
• ft.R
• update with modification
• ft_update.pdf
• ft_update.r
• ft_update.sas
• ft_update_sas_output.pdf

SAS Proc Catmod - Logistic Regression Example

• O-ring.sas    O-ring.dat