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


(1618 views)


(690 views)

(518 views)
02

 Introduction to Regression Analysis

Sep 22


(960 views)


(561 views)

(552 views)
Sep 29

(628 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(764 views)


(651 views)

(623 views)
Oct 06

(600 views)

(514 views)

(487 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(483 views)


(436 views)

(438 views)
Oct 20

(438 views)

(393 views)

(397 views)
05

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

Oct 27


(394 views)


(343 views)

(320 views)
Nov 03

(338 views)

(273 views)

(236 views)
06

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

Nov 10


(385 views)


(310 views)

(327 views)

(316 views)
Nov 17

(311 views)
07

 Diagnostics

Nov 17


(356 views)

Nov 24

(329 views)

(303 views)

(275 views)
Dec 01

(268 views)

(243 views)

(238 views)
08

 Mean Structure and Transformation

Dec 08


(296 views)


(274 views)

(263 views)
Dec 15

(270 views)

(237 views)

(239 views)
Dec 22

(244 views)
09

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

Dec 22


(250 views)


(217 views)
Dec 29

(229 views)

(224 views)

(226 views)
Jan 05

(242 views)
10

 Robust Regression and Incomplete Data

Jan 05


(256 views)


(215 views)

01

  Introduction to R


(462 views)

02

  Initial Data Analysis


(316 views)

03

  Parameter Estimation


(295 views)


(207 views)

04

  Hypotheses Testing


(223 views)

05.01

  Confidence Interval and Region


(159 views)

05.02

  Orthogonality


(144 views)

05.03

  Identifiability


(102 views)

05.04

  Interpretation of Parameter Estimates


(107 views)

06.01

  Generalized Least Squares


(160 views)

06.02

  Weighted Least Squares


(158 views)

06.03

  Testing for Lack of Fit


(153 views)

07.01

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


(179 views)

07.02

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


(170 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