Date | Topic (Tentative! Topics per week may change) | Handouts |
Tu 04/02, W1 | Introduction, motivation and examples. Simple linear regression. | Slides 1 |
Th 04/04 |
Linear algebra. Least squares estimation. | |
Tu 04/09, W2 | Linear algebra. Least squares estimation. | Homework 1 |
Th 04/11 |
Linear algebra. Estimability. | |
Tu 04/16, W3 | Estimability, Gauss-Markov theorem | Homework 2 |
Th 04/18 |
Gauss-Markov theorem. | |
Tu 04/23, W4 | Generalized least squares estimation. | |
Th 04/25 |
Exam #1 | |
Tu 04/30, W5 | Additional examples. Distribution theory | Homework 3 |
Th 05/02 |
Distribution theory | |
Tu 05/07, W6 | Distribution theory | |
Th 05/09 |
Hypothesis testing | Homework 4 |
Tu 05/14, W7 | Hypothesis testing | Regression examples in R |
Th 05/16 |
Exam 2 | |
Tu 05/21, W8 |
Confidence Intervals and Prediction |
Confidence intervals and regions |
Th 05/23 |
Confidence Intervals and Predicion | Homework 5 |
Tu 05/28, W9 | Model comparison and model building | |
Th 05/30 |
Residual analysis, transformations and unusual observations | Slides Residual Analysis Etc |
Tu 06/04, W10 | Residual analysis, transformations and unusual observations | |
Th 06/06 |
Exam 3 |