Math 461(Stat 461) 
Topics in Mathematical Statistics
Department of Mathematics, Lehigh University


 
Instructor: Professor Wei-Min Huang
Department of Mathematics, Lehigh University
OfficeXS236
E-Mailwh02@lehigh.edu
 
References: (Books marked with * are on 2-hour reserve in F-M Library)
   I. Books
  1. *[Weisberg, S.] Applied Linear Regression. Wiley.
  2. *[Draper, N. & Smith, H.] Applied Regression Analysis. Wiley.
  3. *[Neter, J. & Wasserman W. & Kutner, M.] Applied Linear Regression Models. Irwin.
  4. *[Seber, G.] Linear Regression Analysis. Wiley.
  5. *[Bickel, P. & Doksum, K.] Chapter 6, Mathematical Statistics. Prentice Hall.
  6. *[Myers, R.] Classical & Modern Regression with Applications. PWS-Kent.
  7. *[Rao, C.] Linear Statistical Inference & Its Applications. Wiley.
  8. *[McCullagh, P. and Nelder, J.A.] Generalized Linear Models. Chapman & Hall.
  9. [Berry, D.A. and Lindgren, B.W.] Chapters on Regression & ANOVA. Statistics:Theory & Methods. Duxbury.
  10. [Casella, G. and Berger, R.L.] Chapter 11. Statistical Inference. Duxbury Advanced.
  11. [Cox, D.R. and Oakes, D.] Analysis of Survival Data. Chapman & Hall.
   II. Online books & resources Tools:
Tentative course topics: (Some of the topics are linked to some of possible many online sources I listed above but NOT all the related links are set. You should try to browse through other online textbooks listed above for more references. ) New materials and links will constantly be added to this page.
 
   1. Review of Basic Statistical Concepts (reading assignment)
   2. Multivariate Distribution & Matrices (review)
   3. Correlation and Simple linear regression (review)
   4. Multiple linear regression (another link, link III)
   5. Applications of regression
   6. Alternative assumptions for regression
   7. Nonlinear regression
   8. Other topics
            * Outliers
            * Studentized delected residuals
            * Leverages or hat values
            * Influential observations - Cook's distance and DFFITS
            * Conditioning and multicolinearity