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Introduction to Resampling Methods

Peter Bruce

Aim of Course:

The course introduces the basic concepts and methods of resampling methods, including bootstrap procedures and permutation (randomization) tests. The approach of the course is to teach inference -- interval estimation, one- , two- and k-sample comparisons, correlation, regression -- from a resampling perspective, without complex theory, mathematics or confusing statistical notation. It is a companion course to two more advanced courses coming shortly -- Bootstrap methods (which covers the bootstrap with more theory and in greater detail), and Randomization Tests (which covers permutation procedures).

Who Should Take This Course:

Analysts with data or statistics not suitable for standard analysis (small sample sizes, for example, or non-standard statistics), analysts who have had some statistics and want to deepen their knowledge of statistical inference, statisticians unfamiliar with resampling seeking a basic introduction, instructors interested in the easy-to-understand, non-formula-based resampling approach.

For those enrolled in a Program of Advanced Statistical Studies, this is a required or elective course in the following Programs:

  • Biostatistics (epidemiology) - elective
  • Data Mining - elective
  • Statistics for Social Sciences - elective
  • Statistics for Environmental Science - elective

Course Program:

The course is structured as follows

SESSION 1: The Resampling Approach to Inference
  • Historical perspective
  • Hypothesis tests vrs. confidence intervals
  • Permutation tests
  • The bootstrap
  • Virtues of a "naive" do-it-yourself approach
  • The 4-step process
    • Specify population(s)
    • Specify resampling procedure
    • Calculate statistic or estimate of interest
    • Repeat and keep score
  • Working with measured data
SESSION 2: Working with Count Data
  • The contingency table
  • Choice of test statistics
  • Fisher's Exact Test
  • Chi-Square Test
  • Dose-Response Relationship
SESSION 3: Working with Multivariate Data
  • ANOVA
  • Correlation
  • Regression

The Instructor:

Peter Bruce is President of statistics.com. He is the developer of Resampling Stats software (originated by Julian Simon in the 1970's), and has taught resampling statistics at the University of Maryland and in a variety of short courses. He is the co-author of Data Mining for Business Intelligence (Wiley, 2007), as well as a number of journal articles.

Organization of the Course:

The course takes place over the internet, at statistics.com. During each course week, you participate at times of your own choosing - there are no set times when you must be online. Course participants will be given access to a private discussion board. In class discussions led by the instructor, you can post questions, seek clarification, and interact with your fellow students and the instructor. The course is scheduled to take place over 3 weeks, and typically requires 15 hours per week. At the beginning of each week, you receive the relevant material, in addition to answers to exercises from the previous session. During the week, you are expected to go over the course materials and work through exercises. Discussion among participants is encouraged. The instructor will provide answers and comments.

Certificates and Grades:

You may be interested only in learning the material presented, and not be concerned with grades or certificates. Or you may be enrolled in a statistics.com Program in Advanced Statistical Studies that requires demonstration of proficiency in the subject, in which case your work will be assessed for purposes of issuing a grade. Or you may require only a "Certificate of Course Completion," along with professional development credit in the form of Continuing Education Units (CEU's). As you begin the class, you will be asked to specify your category.

Credit:

This course offers continuing education units (CEU's). For those successfully completing the course (generally this means marks of 50% or better on the homework), 3.75 CEU's and a certificate will be issued by statistics.com, upon request.

Dates:

Feb. 26 - Mar. 26, 2010
Jul. 2 - Jul. 23, 2010
Click here to be notified of future course offerings.

Participants gain access to the online materials on the first day of the course, and typically spend about 15 hours per week (at their convenience). You retain full access to course materials, including discussion board, for two weeks after the course closing date.

Level:

Introductory/intermediate

Prerequisite:

The equivalent of Introduction to Statistics 1: Inference for a Single Variable, and Introduction to Statistics 2: Working with Bivariate Data (and, if necessary before these courses, Introduction to Statistics for Beginners or Survey of Statistics for Beginners).

Course Text:

The required text for this course is Resampling: The New Statistics by Julian Simon, available online here.

Software:

Course exercises will be provided in Resampling Stats for Excel and, in some cases, in R. Teaching Assistants can offer limited assistance with R in this course. Click Here for information on obtaining a free (or nominal cost) copy of various software packages for use during the course.

Registration:

Register Online - $379
Register Online (academic) - $299 (you must be affiliated with a college, university or high school)

Add $50 service fee if you require a prior invoice, or if you need to submit a purchase order or voucher, pay by wire transfer or EFT, or refund and reprocess a prior payment. Please use this printed registration form, for these and other special orders.

Note: Courses may fill up at any time and registrations are processed in the order in which they are received. Your registration will be confirmed for the first available course date, unless you specify otherwise.