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


(2035 views)


(870 views)

(641 views)
02

 Introduction to Regression Analysis

Sep 22


(1158 views)


(701 views)

(668 views)
Sep 29

(777 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(929 views)


(803 views)

(760 views)
Oct 06

(713 views)

(599 views)

(560 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(564 views)


(491 views)

(504 views)
Oct 20

(497 views)

(446 views)

(444 views)
05

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

Oct 27


(448 views)


(384 views)

(369 views)
Nov 03

(387 views)

(314 views)

(286 views)
06

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

Nov 10


(463 views)


(361 views)

(388 views)

(373 views)
Nov 17

(372 views)
07

 Diagnostics

Nov 17


(428 views)

Nov 24

(394 views)

(340 views)

(320 views)
Dec 01

(310 views)

(275 views)

(266 views)
08

 Mean Structure and Transformation

Dec 08


(344 views)


(318 views)

(302 views)
Dec 15

(316 views)

(277 views)

(282 views)
Dec 22

(281 views)
09

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

Dec 22


(301 views)


(259 views)
Dec 29

(264 views)

(253 views)

(263 views)
Jan 05

(290 views)
10

 Robust Regression and Incomplete Data

Jan 05


(302 views)


(255 views)

01

  Introduction to R


(554 views)

02

  Initial Data Analysis


(356 views)

03

  Parameter Estimation


(325 views)


(225 views)

04

  Hypotheses Testing


(251 views)

05.01

  Confidence Interval and Region


(178 views)

05.02

  Orthogonality


(160 views)

05.03

  Identifiability


(118 views)

05.04

  Interpretation of Parameter Estimates


(124 views)

06.01

  Generalized Least Squares


(181 views)

06.02

  Weighted Least Squares


(180 views)

06.03

  Testing for Lack of Fit


(172 views)

07.01

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


(194 views)

07.02

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


(191 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