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


(1146 views)


(473 views)

(352 views)
02

 Introduction to Regression Analysis

Sep 22


(656 views)


(398 views)

(390 views)
Sep 29

(443 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(572 views)


(503 views)

(499 views)
Oct 06

(483 views)

(420 views)

(408 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(387 views)


(341 views)

(366 views)
Oct 20

(362 views)

(322 views)

(339 views)
05

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

Oct 27


(316 views)


(285 views)

(267 views)
Nov 03

(277 views)

(229 views)

(197 views)
06

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

Nov 10


(306 views)


(252 views)

(274 views)

(275 views)
Nov 17

(259 views)
07

 Diagnostics

Nov 17


(303 views)

Nov 24

(274 views)

(251 views)

(235 views)
Dec 01

(234 views)

(211 views)

(205 views)
08

 Mean Structure and Transformation

Dec 08


(239 views)


(220 views)

(224 views)
Dec 15

(218 views)

(197 views)

(206 views)
Dec 22

(202 views)
09

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

Dec 22


(201 views)


(173 views)
Dec 29

(193 views)

(180 views)

(186 views)
Jan 05

(194 views)
10

 Robust Regression and Incomplete Data

Jan 05


(201 views)


(171 views)

01

  Introduction to R


(333 views)

02

  Initial Data Analysis


(241 views)

03

  Parameter Estimation


(256 views)


(179 views)

04

  Hypotheses Testing


(191 views)

05.01

  Confidence Interval and Region


(136 views)

05.02

  Orthogonality


(119 views)

05.03

  Identifiability


(88 views)

05.04

  Interpretation of Parameter Estimates


(88 views)

06.01

  Generalized Least Squares


(136 views)

06.02

  Weighted Least Squares


(135 views)

06.03

  Testing for Lack of Fit


(134 views)

07.01

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


(157 views)

07.02

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


(141 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