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


(1288 views)


(542 views)

(416 views)
02

 Introduction to Regression Analysis

Sep 22


(739 views)


(452 views)

(448 views)
Sep 29

(505 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(626 views)


(547 views)

(537 views)
Oct 06

(514 views)

(448 views)

(435 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(419 views)


(374 views)

(385 views)
Oct 20

(378 views)

(344 views)

(351 views)
05

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

Oct 27


(330 views)


(301 views)

(278 views)
Nov 03

(285 views)

(233 views)

(203 views)
06

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

Nov 10


(326 views)


(264 views)

(290 views)

(290 views)
Nov 17

(279 views)
07

 Diagnostics

Nov 17


(328 views)

Nov 24

(295 views)

(270 views)

(247 views)
Dec 01

(242 views)

(217 views)

(212 views)
08

 Mean Structure and Transformation

Dec 08


(250 views)


(228 views)

(230 views)
Dec 15

(226 views)

(204 views)

(213 views)
Dec 22

(209 views)
09

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

Dec 22


(215 views)


(183 views)
Dec 29

(202 views)

(192 views)

(199 views)
Jan 05

(207 views)
10

 Robust Regression and Incomplete Data

Jan 05


(217 views)


(183 views)

01

  Introduction to R


(366 views)

02

  Initial Data Analysis


(261 views)

03

  Parameter Estimation


(265 views)


(186 views)

04

  Hypotheses Testing


(202 views)

05.01

  Confidence Interval and Region


(143 views)

05.02

  Orthogonality


(128 views)

05.03

  Identifiability


(92 views)

05.04

  Interpretation of Parameter Estimates


(93 views)

06.01

  Generalized Least Squares


(144 views)

06.02

  Weighted Least Squares


(141 views)

06.03

  Testing for Lack of Fit


(138 views)

07.01

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


(162 views)

07.02

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


(146 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