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Statistics II: Regression Modeling Strategies in R/Splus, by Pr Frank Harrell Jr
 
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Statistics II: Regression Modeling Strategies in R/Splus
This two-day course is designed for persons interested in multivariable regression analysis of univariate responses, in developing, validating, and graphically describing multivariable predictive models. The first part of the course presents the following elements of multivariable predictive modeling for a single response variable: using regression splines to relax linearity assumptions, perils of variable selection and overfitting, where to spend degrees of freedom, shrinkage, imputation of missing data, data reduction, and interaction surfaces. Then a default overall modeling strategy will be described. This is followed by methods for graphically understanding models (e.g., using nomograms) and using re-sampling to estimate a model's likely performance on new data. Then the freely available R and S-Plus Design package will be overviewed. Design facilitates most of the steps of the modeling process. Next, statistical methods related to binary logistic models will be covered. Three of the following case studies will be presented: an exploration of voting tendencies over U.S. counties in the 1992 presidential election, an interactive exploration of the survival status of Titanic passengers, an interactive case study in developing a survival time model, and a case study in Cox regression. In the hands-on computer lab students will develop, validate, and graphically describe multivariable regression models themselves. This short course will also survey the advantages of modeling in randomized trials. The methods covered in this course will apply to almost any regression model, including ordinary least squares, logistic regression models, and survival models.
Course Topics

Day 1

bullet Planning for Modeling, Covariable Adjustment.
bullet Notation for Regression Models, Interpreting Model Parameters.
bullet Relaxing Linearity Assumption for Continuous Predictors; Splines for Estimating Shape of Regression Function and Determining Predictor Transformations, Cubic Spline Functions, Advantages of Splines over Other Methods.
bullet Tests of Association, Assessment of Model Fit; Regression Assumptions Modeling and Testing Interactions.
bullet Missing Data; Strategies for Developing Imputation Algorithms , software for Fitting Models and Adjusting Variances for Multiple Imputation.

Day 2

bullet Multivariable Modeling Strategy; Pre-Specification of Predictor Complexity ,Variable Selection ,Overfitting and Limits on Number of Predictors, Shrinkage, Data Reduction.
bullet Resampling, Validating, Describing, and Simplifying the Model; The Bootstrap, Model Validation , Graphically Describing the Fitted Model, Simplifying the Model by Approximating It.
bullet Design package
bullet Binary Logistic Regression, Interactive Case Study: Binary Logistic Model for Survival of Titanic Passengers.
bullet Interactive Case Study: Development of a Long-Term Survival Model for Critically Ill Patients.
bullet Cox Proportional Hazards Model, Case Study in Cox Regression.
bullet Case Study using Least Squares Multiple Regression: Voting Patterns in U.S. Counties.
Course Format
This course consists of a series of short lectures with demonstrations and interactive sessions for the participants. Each student is provided with bound copies of the notes and a CD-ROM containing all example and exercises used on the course.
Duration and Prerequisites

Duration: 2 days

Before attending this course, you should have:

bullet a good general knowledge of statistical estimation and inference methods and a good command of ordinary linear regression.
bullet Those who want to run the laboratory exercises themselves or who want to use R/S-Plus to use the methods taught in this course in their everyday work should have had a previous introduction to R/S-Plus.

Interested in our training? Please email the

Training Department
XLSolutions Corporation
sue@xlsolutions-corp.com

 
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