Bootstrap(here is information for the course on Bayesian Methods)
- 19. 06. 2017, 10:15-11:45: Nora-Platiel 9 - Raum 0402
- 20. 06. 2017, 10:15-11:45: Nora-Platiel 9 - Raum 0402
- 26. 06. 2017, 10:15-11:45: Kurt-Schumacher 25, R. 2210/2212
- 27. 06. 2017, 10:15-11:45: Kurt-Schumacher 25, R. 2210/2212
- 28. 06. 2017, 10:15-11:45: Kurt-Schumacher 25, R. 2210/2212
- 06. 07. 2017, 13:00-14:00: Exam
- Exercises can be found in the handout (datasets are attached to the PDF).
- Julian J. Faraway, Extending the Linear Model with R. Chapman & Hall, 2006.
- A. C. Davison, D. V. Hinkley, Bootstrap Methods and their Application, Cambridge University Press, 1997
- Bradley Efron and Robert J. Tibshirani, An Introduction to the Bootstrap, Chapman & Hall, 1994
For our practical examples (during the entire course) we will use the software environment R. I think that it is helpful to coordinate on one environment and R has the advantage of being free and rather powerful.
For the Bayesian parts we will use JAGS. It helps if you have installed R and JAGS on your computer when we start the course.
- Documentation for R is
provided via the built in help system but also through the
- The R Guide, Jason Owen (Easy to read, explains R with the help of examples from basic statistics)
- Simple R, John Verzani (Explains R with the help of examples from basic statistics)
- Einführung in R, Günther Sawitzki (In German. Rather compact introduction.)
- Econometrics in R, Grant V. Farnsworth (The introduction to R is rather compact and pragmatic.)
- An Introduction to R, W. N. Venables und D. M. Smith (The focus is more on R as a programming language)
- The R language definition (Concentrates only on R as a programming language.)
- On the JAGS Homepage you go to the files pages, then to Manuals, to find the JAGS user manual.
- We will use the following packages:
boot, bootstrap, car, Ecdat, Hmisc, lattice, latticeExtra, lme4, mvtnorm. If, e.g., the command
library(Ecdat)generates an error message (
Error in library(Ecdat): There is no package called 'Ecdat'), you have to install the package.
- Installing packages with Microsoft Windows:
Rgui.exeand install packages from the menu
Packages / Install Packages).
- Installing packages from advanced operating systems:
- From within R use the command
install.packages("Ecdat"), e.g., to install the package
- In the lecture we will use RStudio as a front end.
- Documentation for R is provided via the built in help system but also through the R Homepage. Useful are