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


(1910 views)


(797 views)

(593 views)
02

 Introduction to Regression Analysis

Sep 22


(1091 views)


(645 views)

(621 views)
Sep 29

(720 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(864 views)


(748 views)

(707 views)
Oct 06

(653 views)

(553 views)

(514 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(529 views)


(466 views)

(468 views)
Oct 20

(470 views)

(417 views)

(411 views)
05

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

Oct 27


(423 views)


(363 views)

(345 views)
Nov 03

(359 views)

(293 views)

(261 views)
06

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

Nov 10


(426 views)


(336 views)

(355 views)

(341 views)
Nov 17

(349 views)
07

 Diagnostics

Nov 17


(395 views)

Nov 24

(370 views)

(321 views)

(299 views)
Dec 01

(293 views)

(258 views)

(251 views)
08

 Mean Structure and Transformation

Dec 08


(320 views)


(296 views)

(278 views)
Dec 15

(292 views)

(257 views)

(257 views)
Dec 22

(261 views)
09

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

Dec 22


(285 views)


(242 views)
Dec 29

(247 views)

(241 views)

(245 views)
Jan 05

(265 views)
10

 Robust Regression and Incomplete Data

Jan 05


(278 views)


(232 views)

01

  Introduction to R


(520 views)

02

  Initial Data Analysis


(343 views)

03

  Parameter Estimation


(310 views)


(214 views)

04

  Hypotheses Testing


(238 views)

05.01

  Confidence Interval and Region


(170 views)

05.02

  Orthogonality


(152 views)

05.03

  Identifiability


(111 views)

05.04

  Interpretation of Parameter Estimates


(117 views)

06.01

  Generalized Least Squares


(173 views)

06.02

  Weighted Least Squares


(173 views)

06.03

  Testing for Lack of Fit


(165 views)

07.01

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


(188 views)

07.02

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


(183 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