George Mason University
School of Information Technology and Engineering
Department of Applied and Engineering Statistics
STAT 789
Advanced Topics in Statistics: Bootstrapping and Other Resampling Methods
Summer Session, 2006
Tuesdays and Thursdays from 7:20 to 10:00 PM (starting June 6, other dates given below)
Location: room 133 of
Innovation Hall
Contact Information (phone, fax,
e-mail, etc.)
Office Hours: 6:00-7:00 PM
on class nights
Text:
An Introduction to the Bootstrap, by Efron and Tibshirani
Prerequisite:
permission of instructor, but essentially STAT 554 (or equivalent);
students need to have access to a computer on which they can download and
install software
Description:
This course will cover most of the material in the book
An Introduction to the Bootstrap, by Efron and Tibshirani.
The main focus will be on bootstrapping, but related methods like jackkniffing and cross-validation will also be
covered. (Bootstrapping is a computer-intensive nonparametric technique for making statistical inferences, like
estimating the standard error and bias of
point estimators, obtaining confidence intervals for distribution measures (such as the mean), doing tests of
hypotheses, and estimating measures of prediction error.) The software emphasized will be
R (which can be downloaded for free).
Approximate week-by-week content:
- [1] Tu June 6:
-
introduction; the empirical distribution function; the plug-in principle; standard errors and
estimated standard errors; using R
(Ch. 1-5 of E&T)
- [2] Th June 8:
-
the bootstrap estimate of standard error
(Ch. 6-7 of E&T)
- [3] Tu June 13:
- dealing with more complicated data structures; bootstrapping and regression models
(Ch. 8-9 of E&T)
- [4] Th June 15:
- estimates of bias; jackkkniffing
(Ch. 10-11 of E&T)
- [5] Tu June 20:
- confidence intervals based on bootstrap tables and bootstrap percentiles
(Ch. 12-13 of E&T)
- [6] Th June 22:
- better bootstrap confidence intervals
(Ch. 14 of E&T)
- [7] Tu June 27:
- permutation tests; bootstrap hypothesis testing
(Ch. 15-16 of E&T)
- [8] Th June 29:
- cross-validation and other estimates of prediction error
(Ch. 17 of E&T)
- [**] Tu July 4:
- (No class due to
4th of July holiday break
- [9] Th July 6:
- adaptive estimation and calibration
(Ch. 18 of E&T)
- [10] Tu July 11:
- assessing error in bootstrap estimates; geometrical representations for bootstrapping and jackkniffing
(Ch. 19-20 of E&T)
- [11] Th July 13:
- an overview of parametric and nonparametric inference
(Ch. 21 of E&T)
- [12] Tu July 18:
- more about bootstrap confidence intervals
(Ch. 22 of E&T)
- [13] Th July 20:
- efficient bootstrap computations
(Ch. 23 of E&T)
- [14] Tu July 25:
- review
- [**] Th July 27:
- Final Exam (note: exam period is
from 7:30 to 10:15 PM)
Grading:
- 10% for best 10 of 12 (or 13) short quizzes (these may be mostly closed book and notes)
- 60% for homework
(Note: While some homework problems can be discussed with others, other homework exercises should be done
entirely on your own (except for any hints which I give to the class).)
- 30% for open
book (and notes) final exam
Additonal Comments:
- Put STAT 789 in the subject line when you send me e-mail
(due to spam, I sometimes delete messages without reading them, based
on the subject line).
- Be sure to note that there is not a class meeting scheduled for July 4.
- I can possibly
make arrangements to meet with you outside of my
scheduled hours; however,
on Tuesdays and Thursdays I do not like to be
bothered from 7:00 to 7:17
and on Fridays I'm tied up with other activities for most of the day.
Please try to make use of my scheduled office hour time on class days
--- I really need to use my time on Mondays and Wednesdays to prepare for class.
- Please do not leave long messages on my voice-mail,
and since I often don't get around to returning calls until the evening,
you should state what time you plan to go to sleep. Always leave your
phone number, speaking slowly, even though you might have
given it to me previously. I find it better to communicate with people
in person or via e-mail --- phone tag is frustrating and sometimes the
GMU voice-mail system doesn't work the way it is supposed to.
- You are expected to familiarize yourself with the
George Mason University honor code and abide by it.
In particular, it will be considered to be a violation of the honor code if you
give or
receive aid on certain homework problems and on the final exam.
- You are expected to take the final exam during the
designated time slot; Incompletes will
not be granted except under very unusual circumstances.
- Please abide by the university policy that cell phone ringers be
turned off while class is in session.
- Note that eating and drinking in electronic classrooms is not allowed --- please do not
violate the rules. (We will have a 10 minute break during each lecture period.)
- Any class meetings canceled by the university due to
snow, sleet, power outage, bombing,
etc. will be made up if it is practical to do so (at a time to be agreed upon by me and
as many members of the class as is possible if the univeristy doesn't
specify a particular make-up date). With regard to bad weather, I will
plan to teach class if the university is open and not teach it if the
university is closed. So instead of calling me to find out if I plan
to have class, just find out if the university is open or closed.
- Caveat: The schedule and procedures described here for this course are subject to change (and it is the responsibility of
students to attend all class meetings and keep themselves informed of
any changes).