Course Calendar Linear Models

STA244 Linear Models

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Course Calendar

Readings:

Applied Regression Including Computing and Graphics - Cook and Weisberg (CW)
Statistical Inference - Casella and Berger (CB)

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Date	Topic	Reading Assignment*	Handouts	Assignments
1/10	Introduction MLE's in SLR	CW::Chapters 1-5, 6
1/15	Sampling distribution of MLE's	CW:6 Review CB:5.3		HW1
1/17	Interval Estimation	CW: 6
1/22	Multivariate Normal MLE's in Multiple Regression Introduction to Vector Spaces	CW: 7 review linear algebra	Forbes Ex in S forbes.txt	HW2 oldfaithful.txt
1/24	Orthogonal Projections
1/29	Spectral Theorem and Singular Value Decompositions
1/31	Distributions of Quadratic Forms
2/5	Gauss-Markov			HW3
2/7	Testing Hypotheses	CW:9
2/12	Testing Hypotheses ANOVA	CW:11
2/14	One-Way AOV Lack of Fit Tests		loftest.pdf lakemary.txt	HW4 bcherry.txt camplake.txt
2/19	Weighted Regression (Gauss-Markov revisited)
2/21	Gauss-Markov General Covariance Structure
2/26	Intro to Bayesian Linear Models
2/28	Non-Informative prior distributions; Posterior Distributions			HW5
3/5	Predictive Distributions
3/7	Conjugate Prior Distribution; viewed as prior data
3/19	Default Priors: Zellner's g-prior Choice of g Empirical Bayes Hierarchical Bayes			HW6 bcherry.txt
3/21	Ridge Regression and EB Cauchy Prior Distributions
3/26	Residuals and Diagnostics	CW:14
3/28
4/2		CH:15
4/3	Bayesian Outliers	Chaloner & Brant 1988 Biometrika	BayesOutliers.sscc Stack Loss Example, data
4/9	Bayesian Regression with Outliers	West 1984 JRSS B		HW7 rat.txt
4/11	Bayesian Model Selection and Model Averaging	Hoeting et al Statistical Science Chipman, George, McCulloch IMS Monograph on Model Selection	bicreg.ssc my version with model space plotting function
4/16		Hoeting, Raftery, Volinsky 1996 BMA + outliers	BMA.shar README	HW8 species.txt
4/18		Model Averaging other papers and software on the BMA homepage	poll-bma.ssc EX1217.txt
4/21-4/29	Reading Period
4/30 9-12	Final Exam

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