STA244 Linear Models

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Readings and Assignments:

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Date
Topic
References
Handouts
Assignments
1/13

Introduction to Linear Models

C: Chapter 1, Appendix A & B

  

 
1/18

Random Vectors, Matrices

Multivariate Normal Distribution Theory

C: Chapter 1, Appendix A & B

  

Ex: 1.1 - 1.5 (due next class)
1/20

Multivariate Normal Distribution Theory
C: Chapter 1 Appendix B and C
   1.5.1, 1.5.2, A.2, A.6, A.7, A.9, A.14,
1/25

Conditional Normal Distributions (cont)

Spectral and Singular Value Decompositions

Quadratic Forms

C: Appendix C

   B.9, B.10 (you may use the eigen() function in R),
1/27

Distributions of Quadratic Forms

Orthogonal Projections
C:Appendix C
   B.12, B.13, B.20, 1.9, 1.10, 1.11
2/1

More Distributional Results
Casella & Berger 166, Chapter 5
    
2/3

Estimation

Maximum Likelihood/Least Squares

C: Chapter 2

   1.5.8, 2.1, 2.2, 2.3, 2.5, 2.10.1, 2.10.4, 2.10.5
2/8

Generalized Least Squares
C: Chapter 2
    
2/10

Likelihood Ratio Tests
C: Chapter 3
    
2/15

One-Way Anova
C: Chapter 4
  

4.1, 4.2, 4.3, 4.4, 4.5,4.6, 4.7,4.8, 4.3.2

Exercise 6.22 from Statistcal Sleuth
2/17 Contrasts & AOV
C: Chapter 4
    
2/22
Multiple Regression
C: Chapter 6

Meadowfoam code

output

 6.1, 6.8.3, 6.8.4, 6.8.5, 6.9, Exercise 8.24 from Statistical Sleuth
2/24

Lack of Fit : Model Comparison

Two-Way Anova

C. Chapter 6.6

C: Chapter 7
Lack of Fit
  
3/1
Checking Assumptions

C. Chapter 13
 
3/3
Influence & Outliers

C. Chapter 13
Diagnostics R-code
 13.2, 13.6, 13.7, 13.8, 13.9 Exercise 11.23 from Statistical Sleuth
3/8
Transformations
C. Chapter 13

boxcox-ex.R

box-cox-ex

  

3/10
C. Chapter 14
    
3/22
Midterm
   
3/24
Variable Selection
C. Chapter 14
    
3/29
Variable Selection
   
4/1
Variable Selection
      
4/6
Ridge Regression
      
4/8 Bayesian Regression
C: Chapter 2

 

  
4/7 Bayesian Regression      
4/12 Bayesian Model Choice/Averaging  

 

  
4/14 Bayesian Model Choice/Averaging  

BMA chapter from Press

bayesreg.R

bicreg.SSC

BIC, BMA, BMA-pollution.SSC

14.1, 14.2, 14.3 14.4, 14.5, 14.6, 14.8, 14.9, 14.10

Exercises from BMA chapter

TBA

 

 

ozone example

ozone data

ozone validation

 Statistical Science article on Model Uncertainty

 

Updated April 19, 2005