STAT/SURV 440:  SAMPLING THEORY

COURSE Web-Page, FALL  2007

See below for:

Sample Problems for Fall 2007 Exam
NOTE: for the final exam you may use a calculator and AT MOST 2
notebook sheets (single sided) of formulas for reference.


Take-Home Makeup/Extra-Credit for In-Class Test

Getting Started in R
Course topics
Requirements, Grading & Policies
Course handouts
Homework Assignments
Other links


Instructor: Eric V. Slud, Statistics Program

Schedule: Fall 2007, M-W 5-6:15, at MTH B0429

Textbook:  Lohr, S. L. (1999).  Sampling: Design and Analysis.  
       Pacific Grove, CA: Duxbury.    ISBN 0-534-35361-4

Prerequisite:  A semester of statistics at the level of STAT 401 or 420.

Course Description:

Sampling refers to the statistical techniques used in political polls,
marketing surveys, federal data gathering and many areas of social
science and public health.
This course provides an introduction to methods of sampling and
analyzing data from finite populations from both a theoretical and
applied perspective. It is intended for Statistics and Mathematics
students interested in applications and for students in the Applied
Statistics track of the Survey Methodology program, as well as
students in disciplines such as business, life science or social
science who need sampling in their research.
 
The mathematics used in the course is not deep, but it can be
intricate. It is essential that you understand basic statistical
concepts such as point estimation, confidence limits, and the
central limit theorem.

STAT 440 is part of the required material for the MATH/STAT/AMSC
MA and PhD Written Examinations in Applied Statistics.


Topics:       for departmental syllabus click here

Coverage in Lohr's book:

Chapters 1--8 plus topics from Chapters 9 and 11.

References:

Cochran, W. J. (1977).  Sampling Techniques  (3rd. ed.).
     New York: J. Wiley.

Sarndal, C.-E., Swensson, B., and Wretman, J. (1992).  Model
     Assisted Survey Sampling.
  New York: Springer.

Course Requirements and Grading:

There will be an in-class midterm on Monday, Oct. 29, and a final
exam on Monday, Dec. 17 from 4--6 p.m. There will be frequent
homework assignments, 7 in all, including both theoretical
and applied problems. Grades will be based on the midterm (25%),
homework (40%), and the in-class final exam (35%) .


Course Policies:

(i) As part of the applied homework assignments, students will be
expected to do arithmetic calculations on the computer, which will
sometimes involve a small amount of programming. Students may
choose the language or platform, which may range from Spreadsheets
to SAS to R or Splus. However, all computational illustrations in
the course and all computer help offered in an office-hour setting
will be restricted to Splus and R.


For the systematic Introduction to R and R reference manual
distributed with the R software, either download from the R website
or simply invoke the command

> help.start()

from within R. For slightly less extensive introductory tutorials
in R, click CUNY or Illinois State or Union College.

(ii) No homework will be accepted late.

(iii) All homeworks for students taking the course on campus should
be handed in as hard-copy on or before the due date.

Homework Assignments.

Homework solutions including numerical answers, a little verbal discussion, and
R scripts for the computations, can be found here.

(1) Through September 12, read Chapters 1 and 2 of Lohr text.
First HW Due Mon., Sept. 17. Ch. 2, Problems 1, 3, 6, 8, 12, 18, 25.

(2) Reading for the next 2 weeks, through Wed. Sept 26, is Chapter 3.
Second HW Due Monday Oct. 1. Ch. 2 Problem 13 (p.55), and
Ch. 3, Problems 4, 5, 6, 11, 16.

For an R script relating to (part of) Problem 7 -- similar to the assigned
problems 5 and 6 -- in Chapter 3, click here.

(3) Reading for the next 2 weeks, through Wed. Oct. 10, is Chapter 4.
Third HW Due Monday Oct. 15. Ch.3 # 22 and
Ch. 4 Problems 1(a), (c), (d), 5, 10, 15, 17, 23.

(4) HW4 based on reading in Ch.5, due-date extended to Monday, Oct. 29, 2007:
Ch.5 Problems #4, 9, 12, 15, 17.

The in-class test on Monday, Oct. 29, covered material through Sec. 5.3.
For an Extra Credit Problem Set on which you can earn up to 60% of the points
you missed on the in-class test click here.
The due-date for the Take-Home is
Monday, Nov. 19. (Note that the HW5 due date is extended to Wednesday Nov. 21.)
For solutions to the Take-Home, click here.

(5) HW5 reading through Friday, November 16: finish Ch.5
omitting only Sec. 5.7; also read Ch.6.1-6.6.

Problem Set 5, due Wednesday Nov. 21: Ch.5, #22; Ch. 6, #4 (show your
computer code or say exactly what you did!), and #5, 9, 13, 15, 20, 21.

(6) HW6 reading through Friday December 7: Ch.7 Sec. 7.6, Chapter 8,
and Chapter 9 sections 9.1, 9.2, 9.3.2.

Problem Set 6, due Monday December 10: Ch. 7, #9, 16; Ch. 8, #8; Ch. 9, #4, 9, 11.


Course Handouts including HW Solutions:

  • Handout on PPS Sampling Using R.

  • Handout on Probability Sampling using R based on Example in Chapter 2.

  • R Script and Directory of Pictures for Classroom Demo on CLT for SRS Sampling.

  • Handout on Ratio Estimation in the Mu281 Dataset of Sarndal et al., which is
    just the Mu284 dataset linked below omitting the records for the three largest cities
    (numbers 16, 114 137).

  • Old (Fall 2005) Homework assignments from the S. Lohr text can be found here.
    Also available are some remarks on the Solutions to Old Homeworks 1-3 from Fall 2005,
    plus additional material on old HW4 and HW5 sol'ns and old HW5 remarks.

  • Handout illustrating Ratio and Regression estimation on the dataset counties.dat
    from the Lohr text, consisting of summary variables from a SRS of n=100 out of the
    N=3141 US Counties. NOTE: I am removing permissions for this handout because it
    is too closely related to the assigned HW problems (HW2, Fall 07). For now, click
    on the link to the R script for #3.7 which you can find right below the HW2
    assignment. I will restore the Handout permissions after HW2 is handed in.

  • Handout illustrating Regression versus Stratified-Sample estimation on
    a simulated dataset with binary attributes and 5 strata.

  • Handout illustrating Regression Estimation within a Stratified Design
    and comparison with other estimators.

  • Handout on Stratified-Sample Estimation relating to Example 4.3, Table 4.2
    in the Lohr book.

  • Handout on biased estimation of Variance in Two-Stage Cluster estimation.

  • Sample Problems for In-Class Test .

  • Fall 2005 In-Class Test and Solutions to Fall 2005 In-Class Test .

  • If you want to see a brief R script for doing the raking example covered in
    the book (Sec. 8.5.2.2), click here .

  • Click here to see Sample Problems for the Stat 440 In-Class Final Exam, along
    with brief Solutions (to all problems except 9b and 10). Another pdf
    handout of sample problems for the Exam can be found here: its solutions can be
    found at the end of the same file of Sample Final problem solutions.
  • Datasets

    Mu 284 Dataset of Sarndal et al,
    "The MU284 Population" from Appendix B of the book "Model Assisted Survey
    Sampling" by Sarndal, Swensson and Wretman.

    Boston housing price dataset used for some exercises/demos.


    Important Dates

    • First Class: August 29 (Wed.)
    • Labor Day: September 3 (Mon., No Class).
    • Rosh Hashonah: September 12 (Wed.) Class is cancelled.
      (Announced during first two classes.)

      Also the last day for (undergraduate) schedule adjustments.
    • Mid-Term Exam: Mon., October 29
           (See Course Handouts above for pdf file of Sample Problems.)
    • Withdrawal Date: November 7
    • Thanksgiving: November 22
    • Review Session: Wednesday, December 12 (Exam Study Day),
                        5-6:15pm in regular classroom.
    • Final Exam: December 17 (Mon., 4 to 6 pm) in regular classroom.
      You may bring a calculator and at most 2 (single sided) notebook
      sheets of formulas for reference.
    Back to top.

    Other Links

    R web-site   from which you can freely download R software (very
    similar to Splus) including miscellaneous packages and datasets.

    StatLib dataset and software archives

    ASA Information on "What is a Survey?"

    Return to Eric Slud home page.

    Main departmental page.

    Statistics Program page.

    Campus Statistics Consortium page.

    © Eric V Slud, December 12, 2007.