STA 721: Linear Models

Course information

• Instructor: Peter Hoff
  • Lecture: Mon, Wed 10:15-11:30, Perkins LINK 060 (Classroom 1)
  • Office hours: Tue, Thu 9:10-10:10 Old Chem 219
    
• TA: Andy McCormack
  • Lab: Fri 10:15-11:30, Perkins LINK 060 (Classroom 1)
  • Office hours: Mon 2:00-3:00 Old Chem 203B, Fri 11:30-12:30 in Lab room or 203B

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Course materials

• Lecture notes, code and data
• Linear Regression Analysis (Seber and Lee)
• The Linear Model and Hypothesis (Seber)
• Plane Answers to Complex Questions (Christiansen)
• Linear Models and Generalizations (Rao et al.)
• Sakai link

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Announcements

2022-11-18: Homework 11 assigned, due 5:00 2022-11-30.

2022-11-09: Homework 10 assigned, due 5:00 2022-11-18.

2022-11-02: Homework 9 assigned, due 5:00 2022-11-09.

2022-10-26: Homework 8 assigned, due 5:00 2022-11-02.

2022-10-19: Homework 7 assigned, due 5:00 2022-10-26.

2022-10-05: Quiz 1 next Friday 2022-10-14 in Lab.

2022-10-05: Homework 6 assigned, due in two weeks, 5:00 2022-10-19.

2022-09-28: Homework 5 assigned, due 5:00 2022-10-05.

2022-09-21: Homework 4 assigned, due 5:00 2022-09-28.

2022-09-14: Homework 3 assigned, due 5:00 2022-09-21.

2022-09-13: Andy’s Thursday 12:00 office hour will be moved to Monday 2:00-3:00 starting next week.

2022-09-07: Homework 2 assigned, due 5:00 2022-09-14.

2022-08-31: Homework 1 assigned, due 5:00 2022-09-07.

2022-08-29: Read the first set of notes and the related material in SL.

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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

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Evaluation

• 40% Homework (10% per-late day penalty including weekends).
• 15% Quiz 1: Friday 10-14 in lab.
• 15% Quiz 2: Friday 12-02 in lab.
• 30% Final: Friday 12-16 2:00-5:00.