Learning Regression Analysis by Simulation

Chapter 1 Linear algebra. Starting up and executing R. Vectors. Matrices. Addition of two matrices. Multiplying two matrices. Identity and inverse matrices. Simultaneous equations. Diagonalization of a symmetric matrix. Quadratic forms.- Chapter 2 Distributions and tests. Sampling and random variables. Probability distribution. Normal distribution and the central limit theorem. Interval estimation by t distribution. t-test. Intervalestimation of population variance and the 2 distribution. Fdistribution and F-test. Wilcoxon signed-rank sum test.- Chapter 3 Simple regression. Derivation of regression coefficients. Exchange between predictor variable and target variable. Regression to the mean. Confidence interval of regression coefficients in simple regression. t-Test in simple regression. F-teston simple regression. Selection between constant and nonconstant regression equations. Prediction error of simple regression. Weighted regression. Least squares method and prediction error.- Chapter 4 Multiple regression. Derivation of regression coefficients. Test on multiple regression. Prediction error on multiple regression. Notes on model selection using prediction error. Polynomial regression. Variance of regression coefficient and multicollinearity. Detection of multicollinearity using Variance Inflation Factors. Hessian matrix of log-likelihood.- Chapter 5 Akaike's Information Criterion (AIC) and the third variance. Cp and FPE. AIC of a multiple regression equation with independent and identical normal distribution. Derivation of AIC for multiple regression. AIC with unbiased estimator for error variance. Error variance by maximizing expectation of log-likelihood in light of the data in the future and the "third variance." Relationship between AIC (or GCV) and F-test. AIC on Poisson regression.- Chapter 6 Linear mixed model. Random-effects model. Random intercept model. Random intercept and slope model. Generalized linear mixed model. Generalized additive mixed model.

ACADEMIC PREPARATION:
Ph.D. in Agricultural Science, University of Tokyo, 1995 Dissertation: Studies on nonparametric regression and its applications to analysis of plant growth.

Advisor: Prof. Yasuo Ukai M.A. in Applied Physics, Nagoya University, 1984 Thesis: Numerical simulation of 2-dimensional turbulence Advisor: Prof. Shinji Kuwabara B.A. in Applied Physics, Nagoya University, 1982 Thesis: Numerical simulation of nonlinear differential equations Advisor: Prof. Shinji Kuwabara PROFESSIONAL EXPERIENCE:
Researcher of National Institute of Agro-Environmental Sciences, 1984-1994 Senior researcher of Hokuriku Agricultural Experiment Station, 1995-2000 Senior researcher of National Agricultural Research Center, 2001-2002 Specific Research Scientist of National Agricultural Research Center, 2004-2005 Senior Research Scientist of National Agricultural Research Center, 2006-present Double as adjunct associate professor in Graduate School of Life and Environmental Sciences at University of Tsukuba, 2005-present PUBLICATIONS:
Translation:
Jeffrey S. Simonoff (1996): Smoothing Methods in Statistics . Springer Series in Statistics, Spinger-Verlag Company. Translated into Japanese by K. Takezawa and H. Ohmori(Published by Norintokei-Kyokai (1999)) The Japanese edition of this book is the first textbook on nonparametric regression written in Japanese.

From the reviews:

"The book uses a slightly different approach to teach applied statistics. ... The free software R has been used to make easy-to-use the statistical techniques considered in the book ... . the book is dedicated to readers of introductory texts in statistics, mainly for practical purposes." (Marina Gorunescu, zbMATH, Vol. 1281, 2014)

From the reviews:

"The book uses a slightly different approach to teach applied statistics. ... The free software R has been used to make easy-to-use the statistical techniques considered in the book ... . the book is dedicated to readers of introductory texts in statistics, mainly for practical purposes." (Marina Gorunescu, zbMATH, Vol. 1281, 2014)