UNIVERSITY OF DELAWARE

COLLEGE OF AGRICULTURE & NATURAL RESOURCES

**DEPARTMENT OF APPLIED
ECONOMICS & STATISTICS
STAT616 — Advanced Design of Experiments
Fall 2015**

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**Go to John Pesek's Home website **

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Instructor: John D. Pesek, Jr.

227 Townsend Hall

302-831-1319

E-mail: pesek at udel.edu

Web site http://www.udel.edu/pesek/index.html

009 Townsend Hall

Office Hours: By appointment

Texts: **Required: ***SAS System for Mixed
Models*,
Second Edition, Littell, Milliken, Stroup, Wolfinger and Schabenberger, SAS
Institute, Cary, NC. 2006.

**Required:** *Design and Analysis of
Experiments**.
*Angela
Dean and Daniel Voss. Springer. 1999.

Computer: Either a Windows or Macintosh laptop will be required to do the inclass exercises.

Prerequisites: STAT615 and STAT602 and/or permission of instructor

Objective: Study
the design and analysis of mixed and repeated measures

models using the mixed procedure of SAS along with related topics.

**UNIVERSITY OF DELAWARE GENERAL EDUCATION GOALS:** The
objectives of this course align with the following General Education Goals (**bolded**):

**Attain
effective skills in **(a) oral and (b) written communication**, (c) quantitative
reasoning, and (d) the use of information technology – **By doing homework
assignments, supportive reading and lab exercises. This involves analysis and
computation, both by hand and using SAS software.

**Learn to
think critically to solve problems – **By doing homework assignments and
lab exercises. Both involve analysis and computation, both by hand and using
SAS software.

**Be able to
work and learn both independently** **and
collaboratively – **By doing independent homework assignments and lab
exercises in collaboration with a partner. Both involve analysis and computation,
both by hand and using SAS software.

Course Requirements:

1.
In
case class is cancelled because of bad weather or other contingencies, make up
classes may be necessary. It may also be necessary to reschedule exams.

2.
On
Tuesday, September 29, 2015 and Tuesday November 3, 2015 there will be exams
for the first 90 minutes of the course. In the remainder there will be regular
class. There will also be a final at a date to be announced. **Important!**
The final and the exams must be taken at the scheduled time unless prior
arrangements are made. There must be adequate cause in the judgment of the
instructor.

**Note: **Plane reservations
leaving before the final date are **not **considered adequate cause.

**Note:** Attendance at a
wedding is **not **adequate cause for taking exams at other times. This is
regardless of whether you are getting married, you are a member of the wedding
party, or you are just in attendance.

**Note: ** Having more than one
final on the same day is also not adequate cause.

**Note:** There are many legitimate
reasons such as illness and family emergencies. Please contact me under those
circumstances.

**Note:** Students with either
learning and/or physical disabilities are entitled to special consideration
according to university policy. To qualify for this consideration, the
instructor must be given official notification of the disability from the
appropriate university unit.

Both the
midterm and the final will be **cumulative.** Some questions on the exam
will require the demonstration of lessons learned in class and in the homework
while some will also require the resourceful use of that knowledge. When
preparing for exams, it is important to remember that in addition to using the
skills acquired in class, it is also necessary to be able to decide which
skills are needed for a particular problem.

I often
give out practice exams. The primary purpose of the practice exam is to give
you a chance to see the general structure of my exams. There is no guarantee
that the questions will be the same or similar to questions on the practice
exams. Because I have changed from a midterm to two exams this term there will
be no practice exams for these two inclass exams but there will be a practice
final.

3. There are a number of homework assignments. Each assignment is due on a specific date to be announced. The homework will not be graded and will not count directly toward your grade. It is highly advised that you do them to learn the material. Solutions will be posted after the due date and there will be opportunities in class and other times to ask questions about the homework.

4.
There
will generally be at least one laboratory exercise per class. In general these
will be done in groups of four. The purpose is to give you a chance to learn by
doing. Credit is given for participation. In case an exercise is missed,
students with a proper excuse will have their grade based on other work done.
Otherwise a grade of zero will be recorded. Students are held responsible for
all work covered and for meeting course deadlines. In general the lab exercise
is due by 1:30pm the Thursday after class.

**Note: **Missing class in order
to complete work for another class or to study for an exam in another class is **not**
a proper excuse.

5. During class students
are expected to be respectful of each other and the instructor. It is
especially important to respect your lab partners. Questions are welcome if
they are germane to the current topic. Other questions are welcome when asked
in private. In this class data will come from a variety of disciplines. It is
natural to be most interested in data from your own field of study. However,
respect and courtesy toward data from other disciplines are expected.

6. Academic honesty is
expected at all times (See the Student Guide to University Policies for
complete information on the Code of Student Conduct at http://www.udel.edu/stuguide/15-16/index.html).

7. In general students are
expected to know and the university's policy on responsible computer use.

Grading Procedure:

The final course grade will be based upon the
student’s performance on the exams and participation in the lab exercises. The
exams will count 95 percent of the grade and participation in the lab exercises
5 percent of the grade.

Important information for listeners (official
auditors). At the University of Delaware you may take a course as a listener.
Then you are not required to take exams or turn in homework although you may do
so. However, you ARE required to attend class. If a student has listener status
and has a large number of unexcused absences, the instructor may give a grade
of LW (for listener withdrawn) instead of L (for listener). While an LW will
not affect your GPA or your graduation, prospective employers are often
concerned to see withdrawn courses on your transcript and it is best to avoid
them.

Requests for score changes:

If you feel either an assignment or an exam deserves
a higher score, you need to make a written request. The written request must be
made on a **separate **sheet of paper and the assignment or exam must be
attached. If you are still not satisfied, you may make an appointment with the
instructor to discuss the matter. For Sakai assignments written requests may be
made by the Sakai message system. In this case there will be no need to
include the assignment since I will have retained a copy.

Consultations:

Students are encouraged to visit the instructor in his office. Students may make appointments or drop by (in the last case the instructor may not always be available). Students are also encouraged to communicate with the instructor using E-mail.

Announcements:

Announcements about the course will be made by e-mail. Students should pay close attention to e-mail messages from the instructor.

Handouts:

In general handouts will be available on Sakai in “pdf” format. Students are expected to download and print copies to have available in class. Some handouts may still be provided in class. To access the handouts go to the URL

http://www.udel.edu/sakai and log onto Sakai. Then go to stat616.

Topics to be covered (depending on time and interest of the class) are:

v Review of design principles

Ø Using tree diagrams to understand designs

Ø Contrasts

Ø Using Kronecker products (of matrices) to generate contrasts

v Introduction to mixed models and repeated measures.

Ø Fixed and random effects

Ø Repeated measures with patterned covariance matrices

v "Classical" Approaches to repeated measures (Greenhouse-Geisser and Huyhn-Feldt methods)

v The mixed model equations

v Satterthwaite and Kenward-Rogers degrees of freedom

v BLUEs (Best Linear Unbiased Estimators) for fixed effects

v BLUPs (Best Linear Unbiased Predictors) for random effects

v Generalized linear mixed models

v Power

v Randomization

v Examples such as

Ø Block designs

Ø Split plot and split-split plot designs

Ø Longitudinal studies

Ø Latin squares

Ø Analysis of Covariance

Ø Random Coefficient Models

Ø Crossover designs

v Other topics.

Ø Computer aided design

Ø Fractional factorial designs

Ø Incomplete block designs