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


(1846 views)


(775 views)

(575 views)
02

 Introduction to Regression Analysis

Sep 22


(1061 views)


(629 views)

(608 views)
Sep 29

(694 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(830 views)


(714 views)

(675 views)
Oct 06

(635 views)

(542 views)

(510 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(526 views)


(464 views)

(468 views)
Oct 20

(469 views)

(417 views)

(411 views)
05

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

Oct 27


(421 views)


(363 views)

(345 views)
Nov 03

(359 views)

(292 views)

(261 views)
06

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

Nov 10


(420 views)


(334 views)

(352 views)

(337 views)
Nov 17

(347 views)
07

 Diagnostics

Nov 17


(394 views)

Nov 24

(370 views)

(321 views)

(299 views)
Dec 01

(293 views)

(258 views)

(251 views)
08

 Mean Structure and Transformation

Dec 08


(318 views)


(296 views)

(278 views)
Dec 15

(292 views)

(257 views)

(257 views)
Dec 22

(259 views)
09

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

Dec 22


(282 views)


(240 views)
Dec 29

(246 views)

(241 views)

(245 views)
Jan 05

(265 views)
10

 Robust Regression and Incomplete Data

Jan 05


(274 views)


(228 views)

01

  Introduction to R


(505 views)

02

  Initial Data Analysis


(340 views)

03

  Parameter Estimation


(308 views)


(213 views)

04

  Hypotheses Testing


(237 views)

05.01

  Confidence Interval and Region


(168 views)

05.02

  Orthogonality


(151 views)

05.03

  Identifiability


(110 views)

05.04

  Interpretation of Parameter Estimates


(115 views)

06.01

  Generalized Least Squares


(171 views)

06.02

  Weighted Least Squares


(172 views)

06.03

  Testing for Lack of Fit


(164 views)

07.01

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


(187 views)

07.02

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


(180 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