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


(1814 views)


(762 views)

(567 views)
02

 Introduction to Regression Analysis

Sep 22


(1049 views)


(619 views)

(602 views)
Sep 29

(687 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(825 views)


(708 views)

(668 views)
Oct 06

(629 views)

(540 views)

(508 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(525 views)


(463 views)

(464 views)
Oct 20

(464 views)

(412 views)

(409 views)
05

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

Oct 27


(418 views)


(360 views)

(340 views)
Nov 03

(356 views)

(289 views)

(257 views)
06

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

Nov 10


(414 views)


(329 views)

(349 views)

(334 views)
Nov 17

(345 views)
07

 Diagnostics

Nov 17


(388 views)

Nov 24

(365 views)

(319 views)

(295 views)
Dec 01

(289 views)

(256 views)

(249 views)
08

 Mean Structure and Transformation

Dec 08


(316 views)


(294 views)

(275 views)
Dec 15

(290 views)

(255 views)

(255 views)
Dec 22

(255 views)
09

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

Dec 22


(268 views)


(229 views)
Dec 29

(239 views)

(236 views)

(238 views)
Jan 05

(253 views)
10

 Robust Regression and Incomplete Data

Jan 05


(267 views)


(226 views)

01

  Introduction to R


(502 views)

02

  Initial Data Analysis


(339 views)

03

  Parameter Estimation


(308 views)


(213 views)

04

  Hypotheses Testing


(234 views)

05.01

  Confidence Interval and Region


(168 views)

05.02

  Orthogonality


(151 views)

05.03

  Identifiability


(109 views)

05.04

  Interpretation of Parameter Estimates


(115 views)

06.01

  Generalized Least Squares


(169 views)

06.02

  Weighted Least Squares


(171 views)

06.03

  Testing for Lack of Fit


(164 views)

07.01

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


(187 views)

07.02

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


(180 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