- Stat lab 462 JMHH: Basically M-F, 3-6, (but Wed it finishes at 4:30)
- Office hours: Monday at 3:00 (Huntsman 472). Or email me for an appointment.
- Grading:
- Homeworks (or more accurately, cases)
- Final project
- No final

- You can use either jmp ($60/3 years) or R (free) as our statistics package. I'll be using R mostly in class.

- boston housing data (.txt, .jmp)
- New Hampshire Temp (.jmp) from
*Nature*. - Berndt data (for homework)
- baseball data (.jmp)
- Doing an infinite number of t-tests? (.jmp)
- Here is a simulation of an ideal hetroskadastic dataset.
- Online code for alpha investing (fast large variable selection).
- Loans (.csv)

- Jan 14: Fitting with
doglegs
- Admistrivia: course goals, "who are you", web site, JMP, prerequisets
- handout: Berndt chapter 2
- notes

- Jan 20: Doglegs (continued)
- Jan 22: The residuals

- Jan 27: standard errors
- Jan 29: Bootstrap
- class notes
- You should now have finished reading chapter 2 of Berndt.
- Finish up the first homework) also.
- To confirm you have understood the first 5 lectures, do HW 2. No write ups necessary--just JMP / R.

- Feb 3: Berndt Chapter 2 discussion
- Feb 5: Ponzironi (HW 1 due)

- Feb 10: Ponzi 2 (HW 2 due)
- Feb 12: Interlude: Darwin day (200th birthday of Darwin)

- Feb 24: The statistics of global warming (guest lecture: Adi)
- Feb 26: The statistics of global warming (guest lecture: Adi)

- Mar 2: Introduction to high dimensional data
- Mar 4: Stepwise regression: the JMP interface
- notes
- assignment 3 due, or email / drop it off some time before Tuesday of break

- Mar 16th: Risk inflation Ed's notes (research paper with Edward)
- Mar 18th: Risk inflation continued
- html version (Is this of any use to anyone?)

- Mar 24th: RIC / Alpha investing
- research paper
- You can run data through our code on line.

- Mar 26th: Paranoid statistics
- book chapter
- an entire wiki on this topic

- Mar 31st: Loss functions
- Apr 2nd: Follow the leader and calibration assignment 4 due

- Apr 7:Regression for Calibration
- about 1/4 of my research is on topic

- Apr 9: Calibration for regression

- Apr 14: (continuing) Partial F-statistics
- Apr 16: Boston housing (via jmp and auction)

- Apr 21: Time series
- return HW 5.
- Homework 5 discussion: Calibration curve in JMP.

- Apr 23: Apr 21: Time series
- Pass out Chapter 6 of Dent (for homework 6)

- Apr 28: JMP and time series HW 6 due (Please check that you have a current version.)

- palio global warming
- 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
- 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)

Last modified: Wed Aug 12 15:03:32 EDT 2009