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


(2094 views)


(886 views)

(655 views)
02

 Introduction to Regression Analysis

Sep 22


(1200 views)


(734 views)

(699 views)
Sep 29

(808 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(971 views)


(832 views)

(790 views)
Oct 06

(746 views)

(614 views)

(572 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(576 views)


(498 views)

(514 views)
Oct 20

(506 views)

(449 views)

(446 views)
05

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

Oct 27


(451 views)


(388 views)

(372 views)
Nov 03

(388 views)

(315 views)

(288 views)
06

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

Nov 10


(467 views)


(365 views)

(391 views)

(375 views)
Nov 17

(373 views)
07

 Diagnostics

Nov 17


(429 views)

Nov 24

(397 views)

(341 views)

(321 views)
Dec 01

(312 views)

(276 views)

(267 views)
08

 Mean Structure and Transformation

Dec 08


(345 views)


(319 views)

(303 views)
Dec 15

(318 views)

(278 views)

(283 views)
Dec 22

(282 views)
09

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

Dec 22


(302 views)


(260 views)
Dec 29

(265 views)

(254 views)

(264 views)
Jan 05

(291 views)
10

 Robust Regression and Incomplete Data

Jan 05


(306 views)


(257 views)

01

  Introduction to R


(572 views)

02

  Initial Data Analysis


(368 views)

03

  Parameter Estimation


(330 views)


(234 views)

04

  Hypotheses Testing


(259 views)

05.01

  Confidence Interval and Region


(184 views)

05.02

  Orthogonality


(162 views)

05.03

  Identifiability


(121 views)

05.04

  Interpretation of Parameter Estimates


(128 views)

06.01

  Generalized Least Squares


(184 views)

06.02

  Weighted Least Squares


(182 views)

06.03

  Testing for Lack of Fit


(177 views)

07.01

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


(197 views)

07.02

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


(199 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