STA244 Linear Models

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Instructor: Merlise Clyde

Teaching Assistants: Natesh Pillai and Floyd Bullard

Meeting Times: Tuesday-Thursday 4:25 - 5:40 025 Old Chemistry Building

Course Description

This course investigates the essential concepts of linear models from both Bayesian and classical viewpoints, using a coordinate free apporach where possible. Topics include: simple linear and multiple regression, parameter estimation and interpretation, distribution theory for ANOVA and testing, variable transformations, prediction, model diagnostics, variable selection, Bayes factors and model selection, and Bayesian model averaging. and Bayesian hierarchical linear models. Selected topics in Markov chain Monte Carlo simulation will be introduced as required. Extensions to multivariate models and nonparametric models if time permits.

Prerequisite: Statistics 213 , Stastistics 290 or equivalent. Knowledge of linear algebra is extremely useful.

Grading will be based on Homeworks, Midterms (In-class/Takehome) and Final.

References:

The following books will be useful for the course:

• Plane Answers to Complex Questions: The Theory of Linear Models - Ronald Christensen (2002) 3rd Edition Springer-Verlag, NY (required)
• Data Analysis and Graphics Using R - John Maindonal and John Braun, published by Cambridge University Press. (recommended) -OR-
• Modern Applied Statistics with S-Plus -William Venables and Brian Ripley, published by Springer-Verlag. (recommended). The latest addition (4th) covers both R and S-Plus. Covers functions used for applications.
• Statistical Sleuth - Fred Ramsey and Dan Schaefer.
• Bayesian Data Analysis - Andrew Gelman, John B Carlin, Hal S Stern and Don B Rubin, (2003) published by CRC Press. (optional)
• Matrix Algebra from a Statistician's Perspective - David Harville (1997) Springer-Verlag (or any good text on linear/matrix algebra)
• Statistical Inference - Casella and Berger (or any Mathematical Statistics text for distribution theory)
• LATEX: A Document Preparation System -- User's Guide and Reference Manual by Leslie Lamport, published by Addison-Wesley. 2nd Edition. Useful for typesetting with LaTeX. Other guides are equally good and are essentially exchangeable.

The first three will be at the book store or are available directly from Springer, Amazon or other sites. (Search for the best price)