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| Date/Time | Activity | Topic/Content | Faculty | Locations |
| Tues 9/22/2009 10:30 AM-12:00 PM | Lecture | Introduction Review of regression; major model questions, properties of a good regression modelRequired Reading:
Note/Slide Files: lecture1 handout.pdf (321 KB) Assignment: Assignment Files: actg5235.dta (2 KB) hw1-sim.do (2 KB) hw1.pdf (82 KB) Assignment Due Date: 10/6/09 Assignment Answer Files: hw1 solution.pdf (124 KB) | D Glidden | CB 6704 |
| Tues 9/29/2009 10:30 AM-12:00 PM | Lecture | Preliminaries Bias, variability, confidence interval coverage, bootstrap and cross-validationRequired Reading:
Note/Slide Files: lecture2 slides.pdf (226 KB) | D Glidden | CB 6704 |
| Tues 10/6/2009 10:30 AM-12:00 PM | Lecture | Bias/Variance Trade Off Stein’s paradox, optimism and over-fitting in modelsRequired Reading:
Note/Slide Files: lecture3 slides.pdf (395 KB) | D Glidden | CB 6704 |
| Tues 10/6/2009 3:15 PM-4:15 PM | Section | Section | D Glidden | CB 6704 |
| Tues 10/13/2009 10:30 AM-12:00 PM | Lecture | Functional Form Splines, smoothing, categorizing continuous predictorsRequired Reading:
Note/Slide Files: lect4 slides.pdf (520 KB) Assignment: Assignment Files: hw2.dta (149 KB) hw2.pdf (37 KB) Assignment Due Date: October 27, 2009 Assignment Answer Files: hw2 soln.pdf (141 KB) STATA Files: lab3 solution.pdf (185 KB) lab3.dta (79 KB) lab3.pdf (55 KB) | D Glidden | CB 6704 |
| Tues 10/20/2009 10:30 AM-12:00 PM | Lecture | Missing Values Types of missing data, MCAR/MAR/NARRequired Reading:
Optional Reading: Note/Slide Files: lecture 5 slides.pdf (146 KB) | D Glidden | CB 6704 |
| Tues 10/20/2009 3:15 PM-4:15 PM | Section | Section | D Glidden | CB 6704 |
| Tues 10/27/2009 10:30 AM-12:00 PM | Lecture | Multiple Imputation Choice of imputation model, ICE packageRequired Reading:
Optional Reading: Note/Slide Files: lect6 handout.pdf (160 KB) | D Glidden | CB 6704 |
| Tues 11/10/2009 10:30 AM-12:00 PM | Lecture | Model Selection Stepwise, all subsets, a priori, cross-validationRequired Reading:
Note/Slide Files: lecture7-slides.pdf (1258 KB) Assignment: Assignment Files: hw3.dta (7 KB) hw3.pdf (52 KB) Assignment Due Date: 11/17/09 STATA Files: lab6 discussion.pdf (78 KB) lab6-cv.do (1 KB) lab6-learn.dta (94 KB) lab6.pdf (71 KB) | D Glidden | CB 6704 |
| Tues 11/17/2009 10:30 AM-12:00 PM | Lecture | Model Validation Calibration v. prediction, quantifying tests of model fitRequired Reading:
Optional Reading: Note/Slide Files: lecture8-slides.pdf (428 KB) Assignment: | D Glidden | CB 6704 |
| Tues 11/17/2009 3:15 PM-4:15 PM | Section | Section Assignment: | D Glidden | CB 6704 |
| Tues 11/24/2009 10:30 AM-12:00 PM | Lecture | Comparing Models Required Reading:
Optional Reading: Note/Slide Files: lecture9-slides.pdf (340 KB) | D Glidden | CB 6704 |
| Tues 12/1/2009 10:30 AM-12:00 PM | Lecture | Wrap Up and Review Note/Slide Files: lecture 10-slides.pdf (128 KB) | D Glidden | CB 6704 |
| Tues 12/1/2009 3:15 PM-4:15 PM | Section | Section | D Glidden | CB 6704 |