Stat 242
Module 0: Welcome to Stat 242!
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I Lecture Notes
1
M1: Data and Descriptives
2
M2: Relating Variables
3
M3: Probability
4
M4: Nonparametric Inference
5
M5: Classical Inference
6
M6: Return to Regression
6.1
Regression Assumptions and Conditions
6.1.1
Linearity
6.1.2
Constant error variance
6.1.3
Normal errors
6.1.4
Transformations
6.2
Outliers and Special Points
6.2.1
Outliers
6.2.2
Leverage
6.2.3
Influence
6.2.4
Dealing with it
6.3
Inference for a Regression Slope
6.3.1
Return of the inference framework
6.3.2
Some notation
6.3.3
Hypotheses
6.3.4
Check conditions
6.3.5
Test stat and sampling distribution
6.3.6
Confidence interval
6.4
Confidence and Prediction Intervals
6.4.1
CIs and PIs for means
6.4.2
Prediction in regression
6.4.3
Confidence interval for average value
6.4.4
Prediction interval for individual value
6.4.5
Looking at many
\(x\)
values
6.5
Categorical Predictors
6.5.1
Example: athlete data
6.5.2
Encoding a categorical predictor
6.5.3
Multiple levels
6.6
Multiple Linear Regression Fundamentals
6.6.1
The goal of MLR
6.6.2
The MLR equation
6.6.3
MLR interpretation
6.7
Interactions
6.7.1
What’s an interaction?
6.7.2
Athlete example
6.7.3
Multiple predictors
6.7.4
An interaction effect
6.8
MLR Conditions and Diagnostics
6.8.1
Some old friends
6.8.2
Added-variable plots
6.8.3
Multicollinearity
6.9
Regression F Tests
6.9.1
Athlete example
6.9.2
The full F test
6.9.3
Sums of Squares
6.9.4
Mean Squares
6.9.5
Back to the athletes
6.10
F Test Follow-Ups
6.10.1
Why aren’t we done yet?
6.10.2
\(t\)
tests for individual variables
6.10.3
Partial F tests
6.10.4
Partial F tests with data
6.11
Box-Cox Transformations
6.11.1
Review: transformations
6.11.2
Candidate transformations for Box-Cox
6.11.3
The Box-Cox plot
II Reading Notes
Appendices
A
Syllabus
A.1
Course philosophy
A.2
Course objectives: what is this course for?
A.2.1
The big picture
A.2.2
Specific objectives
A.3
Course structure
A.3.1
The Day-to-Day
A.3.2
What You’ll Do
A.4
Practical matters
A.4.1
Expectations
A.4.2
Access and accommodations
A.4.3
Materials
A.4.4
Legal notes
A.5
Grades and Other Inconveniences
A.5.1
Overview: How to Get an A (or Whatever)
A.5.2
Assessments
A.5.3
Engagement credit details
A.5.4
Fine Print
A.5.5
Actual numbers
A.5.6
Special cases
A.5.7
Flexibility and exceptions
A.6
Assignment guide
A.6.1
Lectures and readings
A.6.2
Pre-class questions
A.6.3
In-class activities/labs
A.6.4
Topic Conversation posts
A.6.5
Practice problems
A.6.6
Target Assessments and retakes
A.6.7
The Project
B
Resource links
B.1
Contact me/the TAs
B.2
Other folks to talk to
B.3
FAQs
B.3.1
What week is it?
B.3.2
Prerequisites
B.3.3
Whyyyy?
B.3.4
Feedback/scoring questions
B.3.5
Getting stuck
B.3.6
Staying on track
B.3.7
Study buddies
B.3.8
Accommodations
B.3.9
Schedule conflicts
B.3.10
Sleep!
B.4
Helpful worksheets
B.4.1
Engagement worksheet
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Stat 242 Notes: Spring 2022
Chapter 3
M3: Probability