NTHU STAT 5410 - Linear Models

清華大學 統計所 線性模式

Sep 2019 ~ Jan 2020


Notes

 (Jan 12)  作業總成績, 期末考成績, 學期總成績, 及成績統計
 (Jan 12)  期末考解答
 (Dec 24)  期末考考古題及其解答
 (Dec 24)  期末考資訊及注意事項
 (Dec 24)  下周三上課日(1/1),適逢開國紀念日放假,停課一次
 (Nov 14)  期中考解答成績統計
 (Nov 01)  期中考考古題及其解答
 (Nov 01)  期中考資訊及注意事項
 (Sep 15)  有關助教及其office hour的資訊,請見Syllabus

 

Lecture Notes

Lecture Notes with Hand-Written Notices

Video

01

 Introduction - What is Statistics?

Sep 11


(341 views)

(142 views)

(106 views)
02

 Introduction to Regression Analysis

Sep 18


(221 views)

(148 views)

(132 views)
Sep 25

(143 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 25


(206 views)

(201 views)

(236 views)
Oct 02

(205 views)

(171 views)

(185 views)
04

 Normality Assumption and Hypotheses Testing

Oct 09


(177 views)

(184 views)

(142 views)
Oct 16

(145 views)

(145 views)

(117 views)
05

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

Oct 23


(162 views)

(119 views)

(139 views)
Oct 30

(122 views)

(96 views)

(82 views)
06

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

Nov 06


(161 views)

(161 views)

(155 views)
Nov 13

(137 views)
07

 Diagnostics 

Nov 13


(147 views)
Nov 20

(157 views)

(139 views)

(131 views)
Nov 27

(124 views)

(153 views)

(122 views)
08

 Mean Structure and Transformation

Dec 04


(127 views)

(133 views)

(140 views)
Dec 11

(111 views)

(127 views)

(141 views)
Dec 18

(116 views)
09

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

Dec 18


(102 views)

(103 views)
Dec 25

(108 views)

(101 views)

(113 views)
Jan 08

(34 views)

01

 Introduction to R


(293 views)

02

 Initial Data Analysis


(187 views)

03

 Parameter Estimation


(159 views)


(106 views)

04

 Hypotheses Testing


(133 views)

05.01

 Confidence Interval and Region


(99 views)

05.02

 Orthogonality


(54 views)

05.03

 Identifiability


(34 views)

05.04

 Interpretation of parameter estimates


(43 views)

06.01

 Generalized Least Squares


(66 views)

06.02

 Weighted Least Squares


(87 views)

06.03

 Testing for Lack of Fit


(74 views)

07.01

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


(120 views)

07.02

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


(103 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)

 

Assignment Due Day Solution
Homework 1 Oct 02 sol
Homework 2 Oct 16 sol
Homework 3 Oct 30 sol
Homework 4 Nov 13 sol
Homework 5 Nov 27 sol
Homework 6 Dec 11 sol
Homework 7 Dec 25 sol