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R project for Statistical Computing is a language and environment for statistical computing and graphics. It is FREE software and runs on linux, MAC and Windows.

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Data Management & Programming
R workshop Spring 2009
Introduction to R An Introduction to R is based on the former "Notes on R", gives an introduction to the language and how to use R for doing statistical analysis and graphics.
R workshop handout - Fall 2006 R workshop handout
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Also of Interest...
Imputation Methods Document A survey of multiple imputation software packages. How-to's, tips and pitfalls.
Proportion Testing in SAS and R If tests of proportions are needed for various levels of summary of data, you can use SAS to create a file that can be used by R to run proportion tests. For example, if you have data summarized by race, age groups, and some other variable, and you want to test the rates or proportions for each value of the variable for each race, age group, and race-age group combination with the population estimates for a particular year, you can summarize the data and merge with SAS, then create a file with the R commands.
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Statistical Analysis
Structural Equation Modeling with R (sem) SEM is an R package for fitting structural-equation models. The package supports general structural equation models with latent varibles, fit by maximum likelihood assuming multinormality, and single-equation estimation for observed-variable models by two-stage least.squares
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