Readings and Assignments:
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| Date | Topic |
References |
Handouts |
Assignments |
| 1/8 | Introduction to Linear Model Random Vectors, Matrices |
C: Chapter 1, Appendix A & B |
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| 1/13 | Multivariate Normal Distribution Theory |
C: Chapter 1, Appendix A & B |
HW 1 (due 1/20) |
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| 1/15 | Conditional Normal Distributions |
C: Chapter 1 Appendix B and C |
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| 1/20 | Spectral and Singular Value Decompositions Quadratic Forms |
C: Appendix B |
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| 1/22 | Distributions of Quadratic Forms Orthogonal Projections |
C:Appendix B |
HW2 (due 1/29) |
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| 1/27 | More Distributional Results Models |
Casella & Berger 166, Chapter 5, C: Chapter 2 |
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| 1/29 | Identifiability & Estimation |
C: Chapter 2 |
HW3 (due 2/12) |
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| 2/3 | Gauss-Markov |
C: Chapter 2 |
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| 2/5 | Bayesian Regression |
C: Chapter 2 |
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| 2/10 | Bayesian Regression |
C: Chapter 2 |
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| 2/12 | Marginal & Predictive Distributions |
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| 2/17 | Reference Priors Likelihood Ratio Tests |
C: Chapter 3 |
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| 2/19 | ANOVA & F-tests |
C. Chapter 3 C: Chapter 6 |
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| 2/24 | Model Comparison |
C. Chapter 4 & 6 |
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| 2/26 | Lack of Fit Test |
C Chapter 6 |
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| 3/3 | Influence & Outliers |
C. Chapter 13 |
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3/5 |
Influence & Outliers |
C. Chapter 13 |
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| 3/17 | Bayesian Outlier Analysis |
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| 3/19 | Variance Inflation Outliers |
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| 3/24 | Box-Cox Transformations |
C. Chapter 13 |
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| 3/26 | Midterm |
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| 3/31 | Variable Selection |
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| 4/2 | Bayesian Variable Selection |
Statistical Science (2004) article on Model Uncertainty
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| 4/7 | Bayesian Model Choice/Averaging |
JASA (2008) Mixtures of g-priors BAS package & Documentation |
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| 4/9 | Longley Example |
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| 4/14 | Ridge Regression & Shrinkage Methods |
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