NTHU STAT 5410 - Linear Models

清華大學 統計所 線性模式

Sep 2022 ~ Jan 2023

Notes
   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


(230 views)


(111 views)

(92 views)
02

 Introduction to Regression Analysis

Sep 22


(134 views)


(82 views)

(84 views)
Sep 29

(111 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(148 views)


(149 views)

(155 views)
Oct 06

(148 views)

(142 views)

(164 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(125 views)


(115 views)

(123 views)
Oct 20

(114 views)

(126 views)

(128 views)
05

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

Oct 27


(132 views)


(123 views)

(114 views)
Nov 03

(120 views)

(88 views)

(76 views)
06

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

Nov 10


(99 views)


(86 views)

(89 views)

(89 views)
Nov 17

(77 views)
07

 Diagnostics

Nov 17


(86 views)

Nov 24

(61 views)

(49 views)

(54 views)
Dec 01

(38 views)

(32 views)

(33 views)
08

 Mean Structure and Transformation

Dec 08


(12 views)


(9 views)

(5 views)
   
 

 

 

 

01

  Introduction to R


(158 views)

02

  Initial Data Analysis


(136 views)

03

  Parameter Estimation


(166 views)


(115 views)

04

  Hypotheses Testing


(126 views)

05.01

  Confidence Interval and Region


(92 views)

05.02

  Orthogonality


(63 views)

05.03

  Identifiability


(44 views)

05.04

  Interpretation of Parameter Estimates


(51 views)

06.01

  Generalized Least Squares


(74 views)

06.02

  Weighted Least Squares


(83 views)

06.03

  Testing for Lack of Fit


(85 views)

07.01

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


(26 views)

07.02

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


(13 views)

08.01

  Mean Structure for Quantitative Predictors

(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