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


(1734 views)


(743 views)

(554 views)
02

 Introduction to Regression Analysis

Sep 22


(1024 views)


(601 views)

(590 views)
Sep 29

(667 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(804 views)


(691 views)

(653 views)
Oct 06

(617 views)

(528 views)

(500 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(504 views)


(448 views)

(449 views)
Oct 20

(454 views)

(405 views)

(406 views)
05

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

Oct 27


(412 views)


(355 views)

(331 views)
Nov 03

(352 views)

(287 views)

(255 views)
06

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

Nov 10


(408 views)


(325 views)

(342 views)

(328 views)
Nov 17

(339 views)
07

 Diagnostics

Nov 17


(382 views)

Nov 24

(357 views)

(317 views)

(293 views)
Dec 01

(283 views)

(253 views)

(247 views)
08

 Mean Structure and Transformation

Dec 08


(304 views)


(282 views)

(270 views)
Dec 15

(278 views)

(246 views)

(250 views)
Dec 22

(250 views)
09

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

Dec 22


(264 views)


(226 views)
Dec 29

(237 views)

(233 views)

(236 views)
Jan 05

(251 views)
10

 Robust Regression and Incomplete Data

Jan 05


(265 views)


(224 views)

01

  Introduction to R


(493 views)

02

  Initial Data Analysis


(334 views)

03

  Parameter Estimation


(306 views)


(212 views)

04

  Hypotheses Testing


(232 views)

05.01

  Confidence Interval and Region


(166 views)

05.02

  Orthogonality


(149 views)

05.03

  Identifiability


(108 views)

05.04

  Interpretation of Parameter Estimates


(114 views)

06.01

  Generalized Least Squares


(168 views)

06.02

  Weighted Least Squares


(169 views)

06.03

  Testing for Lack of Fit


(160 views)

07.01

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


(185 views)

07.02

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


(177 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