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


(2028 views)


(859 views)

(633 views)
02

 Introduction to Regression Analysis

Sep 22


(1151 views)


(693 views)

(660 views)
Sep 29

(765 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(914 views)


(788 views)

(746 views)
Oct 06

(704 views)

(588 views)

(550 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(556 views)


(484 views)

(496 views)
Oct 20

(490 views)

(441 views)

(438 views)
05

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

Oct 27


(442 views)


(377 views)

(361 views)
Nov 03

(374 views)

(306 views)

(276 views)
06

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

Nov 10


(448 views)


(351 views)

(375 views)

(359 views)
Nov 17

(362 views)
07

 Diagnostics

Nov 17


(416 views)

Nov 24

(386 views)

(332 views)

(313 views)
Dec 01

(302 views)

(267 views)

(258 views)
08

 Mean Structure and Transformation

Dec 08


(330 views)


(301 views)

(286 views)
Dec 15

(297 views)

(262 views)

(263 views)
Dec 22

(267 views)
09

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

Dec 22


(291 views)


(248 views)
Dec 29

(255 views)

(248 views)

(253 views)
Jan 05

(277 views)
10

 Robust Regression and Incomplete Data

Jan 05


(292 views)


(241 views)

01

  Introduction to R


(544 views)

02

  Initial Data Analysis


(352 views)

03

  Parameter Estimation


(317 views)


(218 views)

04

  Hypotheses Testing


(248 views)

05.01

  Confidence Interval and Region


(175 views)

05.02

  Orthogonality


(156 views)

05.03

  Identifiability


(115 views)

05.04

  Interpretation of Parameter Estimates


(121 views)

06.01

  Generalized Least Squares


(177 views)

06.02

  Weighted Least Squares


(176 views)

06.03

  Testing for Lack of Fit


(169 views)

07.01

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


(191 views)

07.02

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


(188 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