In this web page you will find

- The class outline. For each section, you can obtain the class notes in pdf, the latex files for each section, and the R (or S-Plus) code used to generate the analyses and graphs. You can use this R code to generate the graphs used in the latex documents or download the compressed tar file and get them from the Plots directory.
- Links for homework : data needed, assignments sheets in pdf, and the latex files.
- Books often referenced
- Computing resource.
- Class general information.

- Introduction [PDF, LaTeX]
- Overview of various smoothers [PDF, LaTeX, R-code]
- Local Regression [PDF, LaTeX, R-code]
- Bibliography [LaTeX]

- Splines [PDF, LaTeX, R-code]
- Resampling methods: Bias, Variance, and their trade-off [PDF, LaTeX, R-code]
- Connections [PDF, LaTeX, R-code, Splus5-code]
- High Dimensional Problems [PDF, LaTeX, Splus5-code]
- Generalized Models [PDF, LaTeX, Splus5-code]
- Model Selection [PDF LaTeX]
- Introduction to Time Series Analysis [PDF, LaTeX]
- Stationarity
- Auto-correlation function
- Spectral analysis

- Homework 1 [PDF, LaTeX]: Paper refered to by first hint.
- Homework 2 [PDF, LaTeX]
- Homework 3 [PDF, LaTeX]

**Data-sets:**

- CD4 cell count example
- Sr data set
- Intensities data
- Gene expression microarray data
- Diabetes study data
- Kyphosis study data

- Hastie, T.J. and Tibshirani, R.J. (1990).
*Generalized Additive Models.*Chapman and Hall/CRC: New York - Hardel, W. (1990)
*Applied Nonparametric Regression.*Cambridge University Press: New York - Loader, C. (1999)
*Local Regression and Likelihood.*Sringer: New York - Chambers, J.M. and Hasite, T.J. (1993).
*Statistical Models in S.*Chapman and Hall: New York. - Venables, W.N. and Ripley, B.D. (1994)
*Modern Applied Statistics with S-Plus.*Springer-Verlag: New York.

For this class you will need to learn:

Class Information:

- Official course title: Advanced Generalized Linear Models IV 140.753-754
- Unofficial title: Applied Nonparametric and Modern Statistics
- Even less official title: GAM class
- Instructor: Rafael A. Irizarry
- Office hours by appointment, Room: E2008
- Phone 410-614-5157, email: rafa@jhu.edu
- No Required book!
- I assume you know: Linear Algebra (651--654 level), Statitical theory (771--772 level), and GLM (751-753 level).
- You are required to use one of the following computer packages: R (recommended), S-Plus, or MATLAB.
- You are required to type up your homework in LaTeX
- Grading: 4 homeworks 60%, 1 applied project 20%, Presentation of project (in-class presentation) 20%.

Last updated: 3/19/2001