Statistics 202/701

General information

• Stat lab 462 JMHH: Basically M-F, 11 - 5, (but Wed and Thursday are slighly different schedule)
• Office hours: Monday at 3:00 (Huntsman 472). Or email me for an appointment.

Current Data sets

• Display ft vs sales
• amazon data (from compscore)
• Population cohorts 1926 - 1979 (total .txt,.csv)
• DJIA (.txt, .csv)
• gold.jmp
• Homework 1: download Berndt data. (guidelines)
• Nerlov data (.jmp, .txt)
• learning model cars

• Berkshire Hathaway Inc (.JMP)
• info on hedge funds
• See the end of this page for other data sets of interest

Schedule

• Sept 4th: Review of simple linear regression (guest lecturer: Dylan Small)

• Sept 9th: cont'd
• Sept 11th: Gold in detail and start looking at a careful look at residuals

• Sept 16th: Finish up residuals and a look at chapter 2 of Berndt (you should read chapter 2 and start on the first homework.)
• Sept 18th: Multiple regression (start reading chapter 3)

• Sept 23th: Production functions
• Sept 25th: More production functions (HW 1 due (guidelines for HW1)) (Berndt data)

• Sept 30st: Intro to Nerlove data and bootstraps
• Oct 2rd: Bootstraping, left-out variables, Weighted least squares

• Oct 7th: Ponzironi
• Oct 9th: More ponzironi(Notes updated Oct 9th: .ps, .pdf)

• Oct 14th: No class: fall break
• Oct 17th: Finishing 3 disasters and a Simulation to introduct risk. (HW 2 due)

• Oct 21th: Introduction to risk
• Oct 23th: The CAPM model from a statistical perspective (The CAPM model continued and Berkshire Hathaway Inc)

• Oct 28th: Time series 1
• Oct 30th: Time series 2 and the partial auto-correlation function

• Nov 4th: TS using JMP
• Nov 6th:Time series (unemployment and PDL) (HW 3 due)

• Nov 11th: Large data sets (Cross validation and trees)
• Nov 13th: Large data (more trees)

• Nov 18th: Large data 3
• Nov 20st: Large data 4: Bankruptcy based on credit card information HW 4 target turn in date

• Nov 25th: Research topic (if time permits): Subjective confidence intervals.
• Nov 27th: Thanksgiving!

• Dec 2th: (presentations)
  1. Darwin Choi and Sandeep Rana
  2. Daniel Bort and Fei Jin
  3. Brad Pennington and Wonwhee Kim
  4. Charles Gex and Sergey Skvortsov
  5. Hania Dawood and Yasser Abou-Ouf
  6. Paul Borochin

• Dec 4th: (presentations)
  1. Abc Chou and Akshay Mansukhani
  2. Molly Harper, Jason Brenner and Duane Robinson
  3. John Eanes and Brian Baldwin
  4. Rob Laragh and Dan Parker
  5. Avani Doshi and Leigha Salvo

• Dec 8th: homework 5 early turn in. (On big data.)
• No final!

• Drop dead date: Dec 15th, 5:00pm:
  • HW 4 due
  • HW 5 due

Other Data sets of interest and some that will be used later

• KOPCKE data for homework 4: (raw data) Note strange file format. You WILL need to edit it! If you read it into a text editor you will see that there are TWO different columns of number. Here are some comments on the file.
• Magic forecasting rule to generate excess returns
• IBM (.txt)
• value weighted.cvs
• Monthly T-bills, VW, inflation 1925 - 1995 (.jmp,.txt) suggestion: DJIA for homework. :-)
• Homework evaluations (.txt). Notice that no homework is statistically significantly worse than any other. Too bad!
• mink data (txt,txt, xls) documentation
• International Airline (.jmp)
• Unemployment (.csv)
• Live births in Pennsylvania 1915 - 1997 csv
• Fish (.jmp)
• Hurricane (Splus)