Math 461(Stat 461)
Topics in Mathematical Statistics
Department of Mathematics, Lehigh University
Instructor:
Professor
Wei-Min Huang
Department
of Mathematics, Lehigh University
Office: XS236
E-Mail: wh02@lehigh.edu
References: (Books marked with * are on 2-hour
reserve in F-M Library)
I. Books
-
*[Weisberg, S.] Applied Linear Regression. Wiley.
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*[Draper, N. & Smith, H.] Applied Regression Analysis. Wiley.
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*[Neter, J. & Wasserman W. & Kutner, M.] Applied Linear Regression
Models. Irwin.
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*[Seber, G.] Linear Regression Analysis. Wiley.
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*[Bickel, P. & Doksum, K.] Chapter 6, Mathematical Statistics.
Prentice Hall.
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*[Myers, R.] Classical & Modern Regression with Applications.
PWS-Kent.
-
*[Rao, C.] Linear Statistical Inference & Its Applications.
Wiley.
-
*[McCullagh, P. and Nelder, J.A.] Generalized Linear Models. Chapman
& Hall.
-
[Berry, D.A. and Lindgren, B.W.] Chapters on Regression & ANOVA. Statistics:Theory
& Methods. Duxbury.
-
[Casella, G. and Berger, R.L.] Chapter 11. Statistical Inference.
Duxbury Advanced.
-
[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)
5. Applications
of regression
6. Alternative
assumptions for regression
* Outliers
* Studentized delected residuals
* Leverages or hat values
* Influential observations - Cook's distance and DFFITS