STA 721: Linear Models

Course information

• Instructor: Peter Hoff
  • Lecture: Tue, Thu 10:05-11:20, Old Chem 025
  • Office hours: Mon, Fri 9:00-10:00 Old Chem 219
    
• TA: Vivek Singh
  • Lab: Fri 10:05-11:20, Old Chem 025
  • Office hours: Tue, Wed 4:00-5:00, Old Chem 203A

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Course materials

• Lecture notes, code and data
• Linear Regression Analysis (Seber and Lee)
• The Linear Model and Hypothesis (Seber)
• Linear Models and Generalizations (Rao et al.)
• Canvas link

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Tentative schedule of topics

1. General theory
   • Least-squares approximation
     
   • Best linear unbiased estimation
     
   • Distributon theory
   • Testing and prediction
     
   • Penalized least squares and Bayesian inference
2. Specific models
   • ANOVA
   • Mixed-effects models
   • Multivariate linear model
   • Errors-variables models

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Evaluation

• 40% HANDWRITTEN Homework
  • 10% per-late day penalty including weekends;
  • maximum of three one-day extensions per student.
    
• 15% Quiz 1: Friday 10-03 in lab.
• 15% Quiz 2: Tuesday 11-25 in lecture.
• 30% Final: Thursday 12-11 2:00-5:00, Old Chem 025.