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  期中考解答成績統計
   Nov 07  期中考考古題解答
   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


(1119 views)


(463 views)

(348 views)
02

 Introduction to Regression Analysis

Sep 22


(644 views)


(392 views)

(384 views)
Sep 29

(438 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(567 views)


(500 views)

(494 views)
Oct 06

(476 views)

(419 views)

(407 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(386 views)


(339 views)

(365 views)
Oct 20

(358 views)

(317 views)

(335 views)
05

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

Oct 27


(314 views)


(283 views)

(264 views)
Nov 03

(271 views)

(222 views)

(191 views)
06

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

Nov 10


(303 views)


(249 views)

(270 views)

(270 views)
Nov 17

(256 views)
07

 Diagnostics

Nov 17


(299 views)

Nov 24

(269 views)

(245 views)

(233 views)
Dec 01

(230 views)

(208 views)

(202 views)
08

 Mean Structure and Transformation

Dec 08


(235 views)


(216 views)

(221 views)
Dec 15

(212 views)

(194 views)

(200 views)
Dec 22

(195 views)
09

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

Dec 22


(200 views)


(170 views)
Dec 29

(189 views)

(179 views)

(183 views)
Jan 05

(190 views)
10

 Robust Regression and Incomplete Data

Jan 05


(191 views)


(167 views)

01

 Introduction to R


(329 views)

02

 Initial Data Analysis


(240 views)

03

 Parameter Estimation


(255 views)


(176 views)

04

 Hypotheses Testing


(190 views)

05.01

 Confidence Interval and Region


(136 views)

05.02

 Orthogonality


(118 views)

05.03

 Identifiability


(88 views)

05.04

 Interpretation of Parameter Estimates


(87 views)

06.01

 Generalized Least Squares


(134 views)

06.02

 Weighted Least Squares


(134 views)

06.03

 Testing for Lack of Fit


(134 views)

07.01

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


(155 views)

07.02

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


(141 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