Instructions for getting R to read data files from the course web page (this is for Windows machines). Create a folder called, e.g., 6126 (for example on the desktop). Download the files from the course web page to that folder. In more detail, on a browser: go to http://www.stat.ufl.edu/~burr/Courses/6126/Data-and-R put your cursor on the file you want to download, right-click and save to the directory 6126 . (Sometimes you have to open the file, then right-click on the opened file, select ``Save Page As'' , and if the option comes up to save it as a plain text file, save it.) In R, go under ``file'', select ``change directory'' and tell it to change the directory to 6126. If for some reason this doesn't work for you, you can always read the data directly from the web, as in, e.g. bac.df <- read.table( "http://www.stat.ufl.edu/~burr/Courses/6126/Data-and-R/bac.txt", header=TRUE)