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


(2011 views)


(845 views)

(623 views)
02

 Introduction to Regression Analysis

Sep 22


(1134 views)


(680 views)

(647 views)
Sep 29

(753 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(898 views)


(777 views)

(735 views)
Oct 06

(690 views)

(574 views)

(539 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(548 views)


(478 views)

(489 views)
Oct 20

(485 views)

(433 views)

(429 views)
05

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

Oct 27


(431 views)


(367 views)

(349 views)
Nov 03

(363 views)

(296 views)

(267 views)
06

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

Nov 10


(441 views)


(346 views)

(364 views)

(351 views)
Nov 17

(354 views)
07

 Diagnostics

Nov 17


(408 views)

Nov 24

(383 views)

(329 views)

(309 views)
Dec 01

(300 views)

(265 views)

(257 views)
08

 Mean Structure and Transformation

Dec 08


(325 views)


(299 views)

(282 views)
Dec 15

(295 views)

(260 views)

(260 views)
Dec 22

(264 views)
09

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

Dec 22


(289 views)


(245 views)
Dec 29

(252 views)

(244 views)

(250 views)
Jan 05

(272 views)
10

 Robust Regression and Incomplete Data

Jan 05


(288 views)


(238 views)

01

  Introduction to R


(541 views)

02

  Initial Data Analysis


(351 views)

03

  Parameter Estimation


(316 views)


(217 views)

04

  Hypotheses Testing


(247 views)

05.01

  Confidence Interval and Region


(175 views)

05.02

  Orthogonality


(155 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


(175 views)

06.03

  Testing for Lack of Fit


(168 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