NTHU STAT 5410 - Linear Models

清華大學 統計所 線性模式

Sep 2022 ~ Jan 2023

Notes
   Jan 15  作業總成績, 期末考成績, 學期總成績, 及成績統計。
   Jan 15  期末考考題和解答。
   Jan 03  期末考考古題及其解答。
   Jan 03  期末考資訊及注意事項。
   Nov 23  自下周(11/28)起，黃晨溦助教的office hour時間，將更改至每周三下午1:20~2:10，地點則維持不變(綜合三館840室)。更改後所有助教的office hour時間和地點，請見Syllabus。
   Nov 23  期中考考題、解答及成績統計。
   Nov 07  期中考考古題及解答。
   Nov 07  期中考資訊及注意事項。
 

Lecture Notes

Lecture Notes with Hand-Written Notices

Video
01

 Introduction - What is Statistics?

Sep 15


(1707 views)


(732 views)

(548 views)
02

 Introduction to Regression Analysis

Sep 22


(1005 views)


(589 views)

(582 views)
Sep 29

(657 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(793 views)


(678 views)

(638 views)
Oct 06

(605 views)

(521 views)

(492 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(496 views)


(441 views)

(446 views)
Oct 20

(452 views)

(404 views)

(404 views)
05

 Confidence Interval and Region, Sampling Model, Experimental and Observational Data, Orthogonality, Identifiability, Interpreting Parameter Estimates, What Can Go Wrong?

Oct 27


(407 views)


(352 views)

(327 views)
Nov 03

(348 views)

(284 views)

(252 views)
06

 Generalized Least Squares, Weighted Least Squares, Test for Lack of Fit

Nov 10


(406 views)


(322 views)

(340 views)

(326 views)
Nov 17

(336 views)
07

 Diagnostics

Nov 17


(379 views)

Nov 24

(352 views)

(313 views)

(290 views)
Dec 01

(281 views)

(250 views)

(245 views)
08

 Mean Structure and Transformation

Dec 08


(302 views)


(279 views)

(267 views)
Dec 15

(274 views)

(241 views)

(246 views)
Dec 22

(246 views)
09

 Variable Selection, Errors in Predictors, Collinearity, Principal Component, Ridge Regression, Analysis Strategy

Dec 22


(257 views)


(222 views)
Dec 29

(233 views)

(230 views)

(233 views)
Jan 05

(247 views)
10

 Robust Regression and Incomplete Data

Jan 05


(261 views)


(221 views)

01

  Introduction to R


(486 views)

02

  Initial Data Analysis


(329 views)

03

  Parameter Estimation


(302 views)


(211 views)

04

  Hypotheses Testing


(229 views)

05.01

  Confidence Interval and Region


(164 views)

05.02

  Orthogonality


(147 views)

05.03

  Identifiability


(107 views)

05.04

  Interpretation of Parameter Estimates


(111 views)

06.01

  Generalized Least Squares


(166 views)

06.02

  Weighted Least Squares


(167 views)

06.03

  Testing for Lack of Fit


(159 views)

07.01

  Diagnostic 1 (residual, leverage, studentized residual, outlier, jacknife residual, influential observation, Cook's statistic)


(184 views)

07.02

  Diagnostic 2 (residual plots, non-constant variance, added variable plot, partial residual plot, Q-Q plot, half-normal plot, correlated errors) 


(176 views)

08.01

  Mean Structure for Quantitative Predictors

(no video)

08.02

  Mean Structure for Qualitative Predictors

(no video)

08.03

  Box-Cox Transformation

(no video)

09.01

  Model (Variable) Selection

(no video)

09.02

  Error in Predictors

(no video)

09.03

  Collinearity, Principal Component, Ridge Regression

(no video)

09.04

  Analysis Strategy --- A Real Example: Chicago Insurance Redlining

(no video)

10.01

  Robust Regression

(no video)

10.02

  Incomplete Data

(no video)

 

Assignment Due Day Solution
Homework 1 Oct 06 sol (revised 2)
Homework 2 Oct 20 sol
Homework 3 Nov 03 sol
Homework 4 Nov 17 sol
Homework 5 Dec 01 sol
Homework 6 Dec 15 sol
Homework 7 Jan 05 sol