Dear Students of Prof. Vinod in Econometrics I

 

Cheers, Let us have fun with econometrics.

The assignments are not so much to judge you as to nudge you to do the work.

 

My Office Hours are Thursdays  2:45 to 3:45  on Mondays in Dealy E526 ext 4065

 

 

 MASTER LIST OF possible surprise quiz and Final Exam: 

What is sampling distribution? p-value?

Analysis of variance plot in a regression.

What is unbiasedness, mean squared error?

Describe the computation of expected value.

Multiply transpose of a vector with another vector.

What are linear and nonlinear regressions?

What is the difference between probability distribution function (pdf) and cumulative distribution function (cdf) (Hint: Wiki has answers)

What is multiplication of a matrix by a vector?

What is the variance of fixed scalar k? 

If X is a random variable, what is the variance of kX?  (k+X)?

Give an example of a double summation where the order of summation (i first or j first) does not matter

Give an example where it does matter.

Cov(a,b)=Cov(b,a) where a and b are random variables true or false?

Define correlation in terms of variances and covariances.

Expectation of sum is sum of expectations. True or False?

Show that in matrix multiplications AB and BA are diffrernt.

Show that a matrix times its inverse equals the identity matrix.  What about the product of an inverse times the matrix?

What are five assumptions of the simple linear regression model?

Write the variance covariance matrix if errors are a 3 by 1 vector

Discuss the  law of iterated expectations and intuition behind it.

(Hint http://www.columbia.edu/~gjw10/lie.pdf)

Consider the regression model y=xb +u, E(ut|xt)=0. Use the law of iterated expectations to derive the result that E(utxt)=0.

What is the interpretation of slope coefficient in a multiple regression?

How do you define adjusted R2?  If R=0.5, n=20,k=2 what is adjusted R2?

What is variance inflation factor?  Compute VIF for a regression problem. (ch1 HO)

Discuss nonlinear regression where interactions are involved.(ch1 HO)

Give examples of regression which is (i) nonlinear but linear in parameters and (ii) nonlinear in parameters.

Discuss the issue of collinearity in the context of dummy variables.

Explain how cross product term can be used to assess parameters determined by other variables in a regression (Hint: Kennedy p. 113)

What are influential observations?

What is a high leverage point?

When do we have unbalance design? 

What is the hat matrix?  State some properties of diagonals of the hat matrix.

State some applications of the FWL theorem.

When is the OLS estimator biased?

What is condition number and what are the two ways of obtaining it?

If the condition number is suspected of being sensitive to units what do you do?

Define MSE in terms of variance and bias and discuss the tradeoff between the two.

What is MSE in terms of Euclidian distance in parameter space and how is it related to collinearity?

Why is shrinkage estimator sensible for collinearity problems?

In what sense is the shrinking by ridge estimator sensible?

What is ridge trace and how is it used?

 

Derive the variance covariance matrix V of the least squares estimator.  How are its diagonals reported in usual regression computer output?  Illustrate the use of V in testing significance of a linear combination of two or more coefficients.  How is V related to the precision matrix? 

What three things affecting the precision of a vector of regression coefficients?  Show the derivation of the precision matrix. 

If y~x1+x2 is the model. How is its V different from the matrix you get from the cov(cbind(x1,x2))?

If a biased estimator is written as b*=Ab, where A is a matrix and b is OLS estimator. If the covariance matrix of b is V what is the covariance matrix of b*?

Give an example of a quadratic form of dimension 2.

Write the log quadratic production function as a quadratic form.

If x ~ N(0, W ) is m-variate normal, what is the distribution of quadratic form x¢W-1x

If P is projection matrix of rank r and if z~N(0,I), what is the distribution of z¢Pz.

What is the relation between normal, t and F distributions?

Write the F test statistic in terms of restricted and unrestricted residual sum of squares.

What is the law of large numbers and central limit theorem?

What is the fundamental theorem of statistics?

What are non-nested models?

Discuss the Cox test for choosing between models with regressor matrix X versus Z. 

 

Assignment hw091108:  (Note the obvious naming convention mmddyy format)

The powerpoint of part of class discussion is downloadable at

http://www.fordham.edu/economics/Vinod/correl-regr.ppt

It has the house price example.

Read Ch 1 first 30 pages of HO (hands-on text)

Your first assignment is 1) download R into your home computer  [2points]

2) create a directory called data in your C drive [2points]

3) Place the data from the Appendix of the following file from my website at:

www.fordham.edu/economics/vinod/R-piesales.txt

into the data directory. [2points]

The data is short

x y z

1 2 3

4 5 7

8 9 10

7 11 11

6 5 10

4) use the R command to read and analyze the data as indicated in the appendix. [6points]

 

You will be asked to create and attach "ExecSumNNNNN.xls",

(where NNNNN represents up to the first five characters of your last name),

file at the end of the semester.  An old example for a fictitious the name John Doe is

www.fordham.edu/economics/vinod/ExecSumDoe.xls

 

Start creating this file as you create the diary.

 

 

Assignment hw091808:

Your second assignment is to read 

www.fordham.edu/economics/vinod/Matrix_1.pdf

Do all exercises from there that you can do. 

Search the word "exercise". Each is worth 2 points.

 

Assignment hw092508:  

[4 points for items below] 

Read Gauss-Markov Theorem from the Internet or any other text.
Download Ecdat package of R

[4 points for items below.  Place both the input and the output in the diary] 

#cut and paste following in R

#Main program in R for regression of house prices on sq feet space

#first we read the data in

yx=c(245,1400,312,1600,279,1700,308,1875,199,1100,219,1550,405,2350,324,2450,319,1425,255,1700)

#now we make a matrix out of the data

mx=matrix(yx,10,2, byrow=T)

hprice=mx[,1]  #first column has house prices

sqft=mx[,2] #second column has square feet in space in the house

reg1=lm(hprice~sqft) 

#this creates an object reg1 containing regression output

summary(reg1) #this prints the output

anova(reg1)

confint(reg1)

 

#[2 points for items below] 

plot(reg1) #you have to click to get pictures

# you install the package (using the command library as follows)

#called car then type

library(car)

durbin.watson(reg1, max.lag=4)

 

Always be prepared to answer questions from the master list of possible surprise quiz questions near the top of this file.  Look for new material as we cover it.  Unfortunately, it cannot be in neat sequence.  You may have to read ahead. Whatever happens to be mentioned in class is fair game. Start writing answers to the questions somewhere in your notes so that you can use the answers in the Open-book/Notes part of the test.  Not everything can be open book, of course!

 

 

Assignment hw100208:

No formal diary assignment for Oct. 2 since you will need time to prepare for the test. You have to read the first 30 pages from the hands-on textbook, especially the R snippets.  There are 10 questions.  One involves writing a function in R.  Example of writing a function is in the textbook. Also be sure to read the textbook material on maximum likelihood estimation and normal equations of a regression (even though it is not in the textbook).  Finally you also need to read the first set of Matrix algebra notes and do all exercises, mostly using R.

 

How to prepare for the R portion of the test?  I will restrict the test to the following.

 

The test will cover all commands used in the file R-piesales.txt (except 'get.outliers,' copy and paste them to know what they do) plus snippets from the first 30 pages of the text and the following R functions: abs, cbind, rbind, sqrt, exp, log, log10, sum, prod, cumsum, cumprod, min, max, pmin, pmax, cummin, cummax, range,  pi, round, signif, trunc, ceiling, floor, rep, length, qqp, set.seed, runif, lm, cor, cor.test, basicStats(package fBasics) and sample.  The test will involve use of these R functions. I expect to give numerical problems involving their use and you will be asked to write the answer in a bluebook.  For example:

1] Set the seed at 34 and create a random sample from the set of integers from 2 to 46 and place it in a 15 by 3 matrix called yxz.  Make y, x and z as names of first three columns. (hint yxz=matrix(sample(2:46), 15,3) will create the data matrix). What is the p-value for the coefficient of z in a regression of y on x and z? What does it suggest?  What is the  p value of a fourth order Durbin Watson serial correlation test statistic?  What does it suggest? Use `qq.plot' command to decide whether the regression errors are close to Student's t. 

2] Construct a singular 3 by 3 matrix (by making one row proportional to another)

and find its determinant.  What is the relation between the determinant and eigenvalues?

Class meets in the Library Ground floor Computer Lab 044. I will test your knowledge of Regression analysis, R and matrix algebra at that time. This test will be graded. 

3] Write an R function to print a designated element from a vector x.

 

Assignment hw100908:

Power of a test

In general, when the null hypothesis is false, it should be rejected. The power of a test is the probability of such rejection, given the alpha level of the test.

For example, Chi-sq test statistic becomes noncentral Chi-sq in large samples when the null is false.  Hence to compute the power we have to first compute the non-centrality (which depends on unknown parameter) and then compute the power.

Following R function will compute the power of Chi-sq test, given the alpha level, degrees of freedom (df) and the noncentrality.

 

 

chi.power=function(alph,df,noncen){crit=qchisq(1-alph,df)

power=1-pchisq(crit,df,ncp=noncen);return(power)} #For example,

chi.power(0.05,10,noncen=1) #is 0.08198021

chi.power(0.05,10,noncen=10)#is larger 0.5424185 and =1 when noncen=100

x=seq(0,5,by=.5); plot(chi.power(0.05,10,x), typ="l")#plots power curve

 

6points]

Write a similar power function in R for one-sided t test and two-sided t test

4points]

Construct artificial data matrix from

set.seed(349);yx=matrix(sample(3:300),30,4) #ignore warning

define x1 as first column, x2 as second column and so on and compute y as:

y=3+4x1+5x2+6x3 +7x4 + rnorm(30)  #insert * before multiplying numbers by vectors

Now regress y on the 4 regressors with coefficients beta0 to beta4 and test the hypothesis

beta1+beta3 = 10

4points] Draw 4 diagnostic plots for the above artificial regression similar to Fig 1.2 in HO text and discuss each of them with an understanding of what they have.

 

Assignment hw101608:

Read pages 30 to 45 of Ch 1 of textbook and Matrix_2.pdf.[0pts]

Do exercises is Section 2 of Matrix_2.pdf.[10pts]

Answer all questions from the quiz and enter them into the diary.[25pts]

 

1) Using a seed of 45 and a random sample from numbers from 101 to 125 create a square matrix X. What is the fourth diagonal number?

 

2)  Use a seed of 45 and create 60 uniform random numbers between 4 and 100.

Round the numbers to the nearest integer. Make a vector y from the first 20 numbers and a 20 by 2 matrix X having columns of data for regressors x1 and x2 from the remaining.

2a) Write the regression model with intercept and vector of errors in the matrix notation.

2b) Upon regressing y on X what is the coefficient of x2? Its p-value?

2c) Use the F test to decide whether the overall model statistically significant.

 

3) Summarize the Freedman data from the `car' package of R.

i) Use the fBasics package to find basic stats of all variables and report the kurtosis for each variable. (ii) Which variable has positively skew data? (iii) Are there missing data? If so where? (iv) Find the correlation coefficient between crime and nonwhite. (v) Is it significantly different from zero? (vi) Test the null hypothesis that mean of nonwhite percent is 30. (vii) Regress crime (Crime rate per 100,000, 1969) on nonwhite (Percent nonwhite population, 1960) and density (Population per square mile, 1968).  Is this model overall significant? (viii) Which test did you use and which was your null hypothesis?

 

4) Construct a singular 3 by 3 matrix (by making one row proportional to another) and find its determinant.  Write out your R commands.

 

5)  Using a seed of 45 and a random sample from numbers from 101 to 109 create a square matrix X. Replace X[2,1]=0=X[2,3]=x[3,1].  Now use the defining equation for eigenvalues and eigenvectors Ax=lx and write out the characteristic polynomial of this matrix on the bluebook. What is the order of this polynomial? It should be a polynomial in the symbol l.

 

6)  Using a seed of 45 and a random sample from numbers from 11 to 55 create a 15 by 3 matrix X. What command will you use to plot the three curves and label them as y K and L, respectively?

 

7)  Write an R function to compute the rank of a matrix.

 

8) For the data of problem 7 fit a Cobb-Douglas production function.  What is the scale elasticity?  What is the elasticity of substitution?

 

9) What first order conditions you use when implementing maximum likelihood in a standard regression model?  Which matrix derivatives are used in writing down the so-called normal equations of the regression model?

Assignment hw102308:

Read pages 45 to 75 of Ch 1 of textbook [0pts]

Redo all the snippets starting with #R1.8.0 after adding an arbitrary number 1 for all data along the second row and adding 7 to all data along fifth row (wherever applicable).  Are your results similar to the ones reported in the book?[10pts]

#R1.8.0. WECo Data from Vinod (J1972a) on production

#of sealed contacts. The variable names are: L=labor,

#K=capital, G=engineering input, and Y=output. No data

#on units is available.

 

 

L K G Y

 72 0.106 0.338 0.019

 112 0.106 0.529 0.049

 194 0.11 0.55 0.098

 190 0.12 0.573 0.205

 114 0.12 0.587 0.142

 141 0.121 0.632 0.254

 127 0.401 0.907 0.233

 135 0.401 0.95 0.358

 244 0.772 1.377 0.717

 351 0.772 1.436 0.932

 438 0.772 1.487 1.222

 375 0.778 1.522 1.082

 395 0.818 1.553 1.243

 472 0.811 1.619 1.756

 305 0.812 1.657 1.206

 278 0.803 1.856 1.103

 237 0.882 1.905 1.079

 221 0.889 1.955 1.133

 192 0.889 1.992 0.909

 176 0.896 2.017 0.854

 217 0.896 2.044 1.132

 298 0.898 2.087 1.514

 175 1.745 2.113 1.223

 172 1.745 2.137 1.261

 200 1.759 2.166 1.504

 183 1.959 2.216 1.357

 198 1.977 2.231 1.503

 175 1.977 2.257 1.552

 105 1.966 2.275 0.846

 83 1.972 2.299 0.7

 94 1.972 2.317 0.796

 56 1.978 2.329 0.478

 61 1.99 2.345 0.632

 107 2.396 2.364 1.176

 98 2.396 2.38 1.268

 94 2.413 2.402 1.187

 97 2.413 2.426 1.24

 98 2.462 2.46 1.468

 74 2.474 2.672 1.172

 58 2.478 2.485 0.91

 52 2.49 2.529 0.952

 52 2.49 2.553 0.95

 66 2.491 2.562 1.201

 90 2.491 2.574 1.706

 74 2.491 2.59 1.344

 90 2.491 2.612 1.745

 240 2.717 2.807 4.695

 278 2.771 2.807 5.844

 227 2.879 2.81 5.334

 200 2.868 2.81 4.467

 186 2.944 2.81 4.586

 165 2.96 2.826 4.861

 238 2.912 2.826 6.978

 250 3.176 2.847 8.359

 212 3.281 2.891 7.536

 218 3.36 2.891 8.424

 240 3.438 2.891 8.64

 133 3.456 2.902 8.456

 157 3.456 2.917 5.767

 

 

 

 

 

create a directory called data on your C drive

SAVE ABOVE DATA AS .. TEXT FILE NAMED Wecodata.txt

including the header line L K G Y

in the data directory

 

 

 

 

 

#R1.8.1  Read data and run multiplicative nonhomogeneous

#production function

rm(list=ls()) #rm means remove, ls() means every object.

# the above command cleans out memory for a fresh start

weco =read.table("c:/data/WEcodata.txt",skip=4, header=TRUE)

# there must be 4 distinct extra line feed symbols in the

#data file. All long lines within a paragraph (linefeed)

#symbol are treated as a single line by R.

names(weco) #list names as understood by R

library(fBasics)# call package for descriptive stats

basicStats(weco)

attach(weco)#Allow access to variables by header names

length(Y)#should be 59

#Take natural log of each variable and define

#cross products of the natural logs of 3 inputs.

lY=log(Y);lK=log(K);lG=log(G);lL=log(L)

lKL=lK*lL

lKG=lK*lG

lLG=lL*lG

lK2=lK^2#The next three regressors are needed for

#         the translog production function regression

lG2=lG^2

lL2=lL^2

reg=lm(lY~lK+lL+lG+lKL+lKG+lLG)#MNH specification

summary(reg)#prints results

a0=reg$co[1]#Extract The intercept

a1=reg$co[2]#The coefficent for log capital

a2=reg$co[3]#The coefficient for log labor

a3=reg$co[4]#The coefficient for log engineering

a4=reg$co[5]#The coef for interaction term (log K)(log L)

a5=reg$co[6]#The coef for interaction (log K)(log G)

a6=reg$co[7]#The coef for interacton (log G)(log L)

# following are vectors not constants.

MEK=a1+a4*lL+a5*lG  #marginal elasticity of capital

MEL=a2+a4*lK+a6*lG  #ME for labor

MEG=a3+a5*lK+a6*lL #ME for engineering

SCE=(MEK+MEL+MEG) #scale elasticity

inv.SCE=(MEK+MEL+MEG)^(-1)

#The following commands generate the charts

plot(MEK, type="l", xlab="month",

main="WECo: Marginal Elasticity of Capital")

plot(MEL, type="l", xlab="month",

main="WECo: Marginal Elasticity of Labor")

plot(MEG, type="l", xlab="month",

main="WECo: Marginal Elasticity of Engineering")

plot(SCE/10, type="l", xlab="month",

main="WECo: Scale Elasticity =AC/MC")

plot(inv.SCE*10, type="l", xlab="month", main="WECo: Change

in total cost as output increases by 1%", ylab="MC/AC")

mrtsLK=(MEL/MEK)*(K/L)#marginal rate of tech substitution

#between L and K

cor(G, mrtsLK)# if correlation is low then engineering input

#is separable. corr=0.02236146 is indeed low See Sec 1.7.2

 

 

 

 

 

 

#R1.13.1 following data are from Vinod, H. D. (J1976a)

#"Application of New Ridge Regression Methods to a Study of

#Bell System Scale Economies,

#"Journal of the American Statistical Association

#Vol. 71, December 1976, pp. 835-841.

#The last column has a proxy for technological change.

#save the following data in c:/data/belldata.txt as a text

#file. DO this before the next snippet !

 

      yr      y       k       lab       poiss6

    1947    1866     9473    707.7     19.63616

    1948    1995    10996    740.6     18.6777

    1949    2041    12140    756.3     18.52005

    1950    2243    12945    758.2     19.04078

    1951    2516    13348    794.6     19.89037

    1952    2694    14690    834.3     20.70211

    1953    2839    16132    870.1     21.29981

    1954    2940    17269    879.2     21.68806

    1955    3237    18715    882.1     22.04506

    1956    3538    20271    947.9     22.65129

    1957    3816    21798      922     22.79146

    1958    3960    23597    923.7     25.60401

    1959    4324    25025    886.8     27.97297

    1960    4675    26230    886.2     30.62467

    1961    4908    28025    880.6     33.26989

    1962    5258    29845    885.8     36.1029

    1963    5601    31373    886.6     39.57953

    1964    6074    33109    914.4     44.0596

    1965    6562    35604    945.6     49.55559

    1966    7360    37533      985     55.51114

    1967    8026    39571    1001.2    61.29436

    1968    8875    40856    1019.2    66.49376

    1969    9934    43038    1074.2    71.08835

    1970   10649    45856    1126.5    75.29503

    1971   11188    49449    1141.2    79.39379

    1972   12265    52266    1144.4    83.63391

    1973   13561    56748      1174    88.23431

    1974   14778    59526    1183.8    93.36805

    1975   15756    61889      1181    99.03202

    1976   17108    63854    1175.7   105.0231

 

 

 

 

 

 

 

 

#R1.8.2 New R function to do production function contours

pfcontour=function(y,K,L, level=T, z=0, type=c("Cobb-Douglas",

"MNH", "TransLog"),n50=50) {

#fit regression and draw contours using clines package

Ly=y; LK=K; LL=L

if (level) Ly=log(y)

T=length(y)

if(level) LK=log(K);

LK2=LK^2

if (level) LL=log(L);

LL2=LL^2; LKLL=LK*LL

#print(c(T,length(z)))

if(length(z)==T){

reg1=switch(type,

        "Cobb-Douglas" = lm(Ly~LK+LL+z),

        "MNH" = lm(Ly~LK+LL+LKLL+z),

        "TransLog" = lm(Ly~LK+LL+LKLL+LK2+LL2+z))

print(reg1)

}#end if length(z)

if(length(z)==1){

reg1=switch(type,

        "Cobb-Douglas" = lm(Ly~LK+LL),

        "MNH" = lm(Ly~LK+LL+LKLL),

        "TransLog" = lm(Ly~LK+LL+LKLL+LK2+LL2))

print(reg1)

}#end if length(z)

Lymtx=matrix(NA,n50,n50)

a=as.numeric(reg1$coe)

x=rep(NA,n50)

y=rep(NA,n50)

rangeLK=(max(LK)-min(LK))/n50

rangeLL=(max(LL)-min(LL))/ n50

for (i in 1:n50){Lk=min(LK)+rangeLK*i;x[i]=Lk

for (j in 1:n50){Ll=min(LL)+rangeLL*j;y[j]=Ll

#

if (length(z)==T){

Lymtx[i,j]= switch(type,

"Cobb-Douglas" =a[1]+a[2]*Lk+a[3]*Ll+a[4]*z,

"MNH"=a[1]+a[2]*Lk+a[3]*Ll+a[4]*Lk*Ll+a[5]*z,

"TransLog" =a[1]+a[2]*Lk+a[3]*Ll+a[4]*Lk*Ll+a[5]*Lk^2+

a[6]*Ll ^2+a[7]*z

) #end switch simple parenthesis

}# end if length z

#

if (length(z)==1){

Lymtx[i,j]= switch(type,

"Cobb-Douglas" =a[1]+a[2]*Lk+a[3]*Ll,

"MNH"=a[1]+a[2]*Lk+a[3]*Ll+a[4]*Lk*Ll,

"TransLog" =a[1]+a[2]*Lk+a[3]*Ll+a[4]*Lk*Ll+a[5]*Lk^2+a[6]*

Ll^2

) #end switch simple parenthesis

}# end if length z

}#end j loop

}#end i loop

#print(head(Lymtx))

contour(exp(x),exp(y),exp(Lymtx),

main=paste(c("Level Curves for Production Function",type),

sep=" "), xlab="capital", ylab="labor")

#

list(Lymtx=Lymtx, reg1=reg1)

#these lists are output of the function.

#In Lymtx=Lymtx the Lymtx on left of equality is

# the output name released outside the function and the same

# Lymtx on right side of (=) in the name inside this function

}######END of the function

 

#Now read data.  See data Appendix of this chapter

#use hints from subsection 1.8.1.1

bell=read.table(file="c:/data/belldata.csv", header=T,

sep=",")

#sometimes use file extension to be csv

#csv are comma separated files created from excel worksheet,

#need sep to be a comma

summary(bell); attach(bell)

pfc= pfcontour(y,k,lab,level=T, type="MNH",n50=50,z=0)

 

#above line creates an object called pfc holding the output

#from the function pfcontour. This way, R will not print

#the entire Lymtx and reg1 and clutter the screen

#It will create and show Figure on the screen

#file menu of R allows one to save the figure in many formats.

 

 

 

Which snippet writes a function in R. [2pts]

Why level=T is set in that function? [2pts]

How does the switch function in R work?[4pts]

Can this be useful elsewhere in economics or finance? Illustrate.  [4pts]

 

 

Assignment hw103008:

Snippet 1.9.1 use the temperature data in Fh scale  x1 as (55, 69, 80, 90, 101)

Convert these to Celsius scale and make it as x2  using the "scale' function in R [2pts]

Use the same y as in the snippet and explain why this illustrates perfect collinearity [2pts]

Implement all the ridge regression and related Bell data snippets as they are and discuss what you learn from them [2pts for each snippet]

 

 

Assignment hw111308:

library(AER)

data(Equipment)

attach(Equipment)

reg1=lm(log(valueadded/firms) ~ log(capital/firms) + log(labor/firms), data = Equipment)

Estimate ridge regression for a translog version of this model and data by various methods discussed in the text, including

finding the condition number, [2pts]  (HINT:

yx=reg1$model; yx; x=yx[,2:ncol(yx)];  cor(x)  )

choosing index m, [2pts]

choices of k from k, [2pts]

ridge trace, [2pts]

standardize and unstandardize [2pts]

 

Assignment hw112008:

read 30 pages Chapter 2 of Hands on text

redo all the snippets and furthermore apply relevant snippets to "ArgentinaCPI" data from the "AER" package, wherever it makes sense to do so.  Note that for quarterly data seasons will be different from those for monthly data. [Total 10 points]

 

Assignment hw120408

Complete at least 9 exercises out of 18 for Chapter 2 of the Hands on text numbered 3.1 to 3.18 at the website URL:

http://www.fordham.edu/economics/Vinod/exercises.pdf

Each is worth 3 points.

 

Computer Lab 044 inside the Library Ground Floor is reserved for Oct. 2, Nov. 6 . You will be tested about your knowledge of R at those times and places.

 

Your Grade Calculation:

 

We already have had one test involving R. It will be worth 10% of your grade after adjustment for contributed exercises. The adjustments will be decided along with your final grade.

 

Diaries will be worth 40 % of your grade.  You have to grade yourself honestly, calculate how many points you have earned in all diary assignments including the one due Dec. 4 where each exercise among 3.1 to 3.18 is worth 3 points and you are asked to do nine of them.

 

FINAL EXAM will be on December 18, 2008

It is cheating if you try to compare the answers in any way or help each other.  The penalty for cheating is an F grade or worse.

 

Your final exam will have 3 parts.

 

Part 1 worth 20% will test your proficiency in R in a take-home test e-mailed to you late night (before midnight) on December 17, the night before the final exam.  You will bring the output consisting of printout of your R code and answers to the exam at 7.30 pm in Dealy Hall. 

 

Part 2 (closed book, worth 10%)  Mostly true or false and fill in the blanks type questions designed to test your general understanding of the material.

 

Part 3 (open book, open notes, etc. worth 20% )  theoretical questions about the material covered in the class checking your real understanding.